+32.8%
USB vs RRC
+37.3%
-4.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -2.2% |
| 7D | -1.5% | -6.9% | +5.4% | -1.7% |
| 30D | +4.3% | +25.4% | -21.1% | +5.0% |
| 3M | -6.1% | +31.9% | -38.0% | -4.8% |
| 6M | +9.4% | +17.2% | -7.8% | +9.7% |
| YTD | +15.2% | +43.4% | -28.2% | +16.0% |
| 1Y | +32.8% | +36.7% | -4.0% | +34.1% |
| All | +32.8% | +37.3% | -4.6% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling