+7,985.7%
USB vs RRC
+1,414.2%
+6,571.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.2% |
| 7D | 0.0% | -10.8% | +10.8% | +1.2% |
| 30D | +5.8% | +22.3% | -16.5% | +3.4% |
| 3M | -6.0% | +26.6% | -32.6% | -8.5% |
| 6M | +7.8% | +18.9% | -11.2% | +5.4% |
| YTD | +14.6% | +39.2% | -24.6% | +10.0% |
| 1Y | +31.8% | +34.0% | -2.2% | +26.9% |
| 3Y | +91.5% | +42.0% | +49.5% | +81.9% |
| 5Y | +22.0% | +111.9% | -89.8% | +9.3% |
| 10Y | +96.1% | +62.8% | +33.3% | +62.4% |
| All | +7,985.7% | +1,414.2% | +6,571.6% | +5,890.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling