+108.7%
USB vs RRX
+208.9%
-100.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +1.4% | +3.4% | -2.0% | 0.0% |
| 30D | -1.3% | -11.1% | +9.8% | +3.6% |
| 3M | +15.2% | -23.7% | +39.0% | +25.9% |
| 6M | +18.8% | -22.0% | +40.8% | +26.0% |
| YTD | +21.0% | +16.5% | +4.5% | +4.9% |
| 1Y | +34.0% | +11.5% | +22.5% | +17.3% |
| 3Y | +95.3% | +1.5% | +93.8% | +68.6% |
| 5Y | +40.4% | +18.3% | +22.1% | +6.5% |
| All | +108.7% | +208.9% | -100.2% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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