+9.4%
USB vs RRX
-25.4%
+34.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.5% | +5.4% | -1.6% |
| 7D | -1.5% | -2.0% | +0.6% | -1.4% |
| 30D | +4.3% | -3.6% | +7.9% | +4.6% |
| 3M | -6.1% | -12.3% | +6.2% | -5.3% |
| 6M | +9.4% | -27.5% | +36.9% | +11.1% |
| All | +9.4% | -25.4% | +34.8% | +11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling