+41.2%
USB vs RRC
+156.2%
-115.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +1.4% | +1.3% | +0.1% | +1.2% |
| 30D | -1.3% | +10.1% | -11.4% | -3.2% |
| 3M | +15.2% | +4.0% | +11.2% | +14.1% |
| 6M | +18.8% | +1.6% | +17.2% | +17.7% |
| YTD | +21.0% | +19.7% | +1.3% | +15.4% |
| 1Y | +34.0% | +21.4% | +12.6% | +26.8% |
| 3Y | +95.3% | +29.7% | +65.7% | +78.4% |
| All | +41.2% | +156.2% | -115.1% | +7.5% |
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