+33.9%
USB vs RRX
+29.3%
+4.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.1% | +1.1% |
| 7D | +2.6% | +4.3% | -1.8% | +2.0% |
| 30D | +8.4% | +12.3% | -3.9% | +6.6% |
| 3M | -5.5% | +3.7% | -9.2% | -6.2% |
| 6M | +17.7% | -13.9% | +31.6% | +18.3% |
| YTD | +17.6% | +26.5% | -8.9% | +5.7% |
| 1Y | +33.9% | +29.3% | +4.6% | +19.3% |
| All | +33.9% | +29.3% | +4.5% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling