+33.0%
USB vs RRX
+31.7%
+1.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.9% | -4.4% | +1.7% |
| 7D | +0.8% | +12.3% | -11.6% | -0.8% |
| 30D | +6.8% | +9.5% | -2.8% | +5.4% |
| 3M | -3.8% | +1.8% | -5.6% | -4.2% |
| 6M | +11.7% | -15.3% | +27.1% | +12.9% |
| YTD | +17.5% | +29.6% | -12.1% | +5.5% |
| All | +33.0% | +31.7% | +1.3% | +18.2% |
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