+98.3%
USB vs RSG
+59.3%
+39.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | +1.4% | +0.3% | +1.2% | +1.4% |
| 30D | -1.3% | +7.6% | -8.9% | -2.8% |
| 3M | +15.2% | +7.4% | +7.8% | +13.4% |
| 6M | +18.8% | -3.3% | +22.1% | +19.7% |
| YTD | +21.0% | +6.0% | +15.0% | +18.8% |
| 1Y | +34.0% | -3.7% | +37.7% | +35.3% |
| All | +98.3% | +59.3% | +39.0% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling