+103.8%
USB vs RRX
+64.5%
+39.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.1% | +1.5% |
| 7D | +2.6% | +4.3% | -1.8% | +1.4% |
| 30D | +8.4% | +12.3% | -3.9% | +4.3% |
| 3M | -5.5% | +3.7% | -9.2% | -7.2% |
| 6M | +17.7% | -13.9% | +31.6% | +19.6% |
| YTD | +17.6% | +26.5% | -8.9% | +0.9% |
| 1Y | +33.9% | +29.3% | +4.6% | +13.6% |
| 3Y | +103.8% | +65.6% | +38.3% | +41.8% |
| All | +103.8% | +64.5% | +39.3% | +41.8% |
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