+36.5%
USB vs RSG
+19.5%
+17.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.8% |
| 7D | +2.4% | +5.1% | -2.7% | +2.1% |
| 30D | +6.6% | +15.3% | -8.7% | +5.9% |
| 3M | -4.1% | +18.6% | -22.7% | -4.7% |
| 6M | +12.5% | +19.5% | -7.1% | +11.7% |
| YTD | +17.6% | +17.2% | +0.4% | +15.2% |
| 1Y | +36.5% | +19.6% | +16.9% | +33.2% |
| All | +36.5% | +19.5% | +17.0% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling