+8,438.8%
USB vs RRX
+3,904.5%
+4,534.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +1.4% | +3.4% | -2.0% | +0.2% |
| 30D | -1.3% | -11.1% | +9.8% | +2.8% |
| 3M | +15.2% | -23.7% | +39.0% | +24.4% |
| 6M | +18.8% | -22.0% | +40.8% | +25.3% |
| YTD | +21.0% | +16.5% | +4.5% | +9.2% |
| 1Y | +34.0% | +11.5% | +22.5% | +22.0% |
| 3Y | +95.3% | +1.5% | +93.8% | +76.2% |
| 5Y | +40.4% | +18.3% | +22.1% | +17.2% |
| 10Y | +107.3% | +209.8% | -102.5% | +21.7% |
| All | +8,438.8% | +3,904.5% | +4,534.3% | +3,442.9% |
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