+8,026.5%
USB vs RRX
+3,850.4%
+4,176.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.5% | +5.4% | +0.6% |
| 7D | -1.5% | -2.0% | +0.6% | -1.3% |
| 30D | +4.3% | -3.6% | +7.9% | +4.8% |
| 3M | -6.1% | -12.3% | +6.2% | -2.7% |
| 6M | +9.4% | -27.5% | +36.9% | +18.4% |
| YTD | +15.2% | +14.9% | +0.3% | +3.4% |
| 1Y | +32.8% | +17.4% | +15.3% | +17.9% |
| 3Y | +91.3% | +55.5% | +35.8% | +47.8% |
| 5Y | +22.7% | +2.2% | +20.5% | +7.3% |
| 10Y | +97.0% | +225.1% | -128.0% | +13.0% |
| All | +8,026.5% | +3,850.4% | +4,176.1% | +3,254.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling