+104.2%
USB vs RRX
+71.2%
+33.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.9% | -4.4% | +0.6% |
| 7D | +0.8% | +12.3% | -11.6% | -2.8% |
| 30D | +6.8% | +9.5% | -2.8% | +3.5% |
| 3M | -3.8% | +1.8% | -5.6% | -4.9% |
| 6M | +11.7% | -15.3% | +27.1% | +14.4% |
| YTD | +17.5% | +29.6% | -12.1% | +0.2% |
| 1Y | +33.8% | +34.1% | -0.3% | +12.2% |
| 3Y | +104.2% | +74.0% | +30.2% | +36.8% |
| All | +104.2% | +71.2% | +33.1% | +36.8% |
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