+22.7%
USB vs RRC
+129.3%
-106.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -1.4% |
| 7D | -1.5% | -6.9% | +5.4% | -0.2% |
| 30D | +4.3% | +25.4% | -21.1% | -0.6% |
| 3M | -6.1% | +31.9% | -38.0% | -11.5% |
| 6M | +9.4% | +17.2% | -7.8% | +5.2% |
| YTD | +15.2% | +43.4% | -28.2% | +5.5% |
| 1Y | +32.8% | +36.7% | -4.0% | +22.6% |
| 3Y | +91.3% | +38.8% | +52.5% | +71.9% |
| 5Y | +22.7% | +118.3% | -95.6% | 0.0% |
| All | +22.7% | +129.3% | -106.7% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling