+33.9%
USB vs RSG
+24.9%
+9.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +2.6% | +2.5% | +0.1% | +2.4% |
| 30D | +8.4% | +12.7% | -4.3% | +7.6% |
| 3M | -5.5% | +17.9% | -23.5% | -6.3% |
| 6M | +17.7% | +25.0% | -7.3% | +16.6% |
| YTD | +17.6% | +20.8% | -3.2% | +14.6% |
| 1Y | +33.9% | +24.3% | +9.6% | +30.4% |
| All | +33.9% | +24.9% | +9.0% | +30.4% |
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