+89.2%
USB vs RRC
+63.1%
+26.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.3% | +2.5% |
| 7D | +0.8% | -10.3% | +11.1% | +2.6% |
| 30D | +6.8% | +19.5% | -12.7% | +3.2% |
| 3M | -3.8% | +27.9% | -31.7% | -8.2% |
| 6M | +11.7% | +21.2% | -9.4% | +7.3% |
| YTD | +17.5% | +39.6% | -22.1% | +9.5% |
| 1Y | +33.8% | +31.3% | +2.5% | +25.9% |
| 3Y | +104.2% | +51.9% | +52.3% | +84.4% |
| 5Y | +26.4% | +110.2% | -83.7% | +4.5% |
| 10Y | +89.2% | +56.7% | +32.5% | +19.8% |
| All | +89.2% | +63.1% | +26.1% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling