+25.1%
USB vs RRX
+13.9%
+11.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | +1.4% | 0.0% | +1.4% | +1.2% |
| 30D | +6.4% | +9.0% | -2.6% | +2.9% |
| 3M | -4.5% | +4.0% | -8.5% | -6.4% |
| 6M | +11.4% | -15.7% | +27.1% | +14.3% |
| YTD | +17.1% | +29.0% | -11.9% | +0.2% |
| 1Y | +32.6% | +35.2% | -2.7% | +11.1% |
| 3Y | +101.8% | +67.7% | +34.1% | +49.2% |
| 5Y | +25.1% | +14.9% | +10.2% | +6.1% |
| All | +25.1% | +13.9% | +11.2% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling