+91.5%
USB vs RRX
+63.4%
+28.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -2.0% |
| 7D | 0.0% | +7.5% | -7.5% | -2.4% |
| 30D | +5.8% | +3.0% | +2.9% | +4.3% |
| 3M | -6.0% | -5.3% | -0.6% | -5.2% |
| 6M | +7.8% | -26.6% | +34.4% | +15.0% |
| YTD | +14.6% | +21.2% | -6.6% | -0.3% |
| 1Y | +31.8% | +25.9% | +5.8% | +12.6% |
| 3Y | +91.5% | +71.7% | +19.8% | +29.8% |
| All | +91.5% | +63.4% | +28.1% | +29.8% |
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