+92.5%
USB vs RRX
+54.9%
+37.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.5% | +5.4% | 0.0% |
| 7D | -1.5% | -2.0% | +0.6% | -1.3% |
| 30D | +4.3% | -3.6% | +7.9% | +4.8% |
| 3M | -6.1% | -12.3% | +6.2% | -3.2% |
| 6M | +9.4% | -27.5% | +36.9% | +16.8% |
| YTD | +15.2% | +14.9% | +0.3% | +1.7% |
| 1Y | +32.8% | +17.4% | +15.3% | +15.9% |
| All | +92.5% | +54.9% | +37.6% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling