+25.7%
USB vs RSG
+99.6%
-73.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +2.6% | +2.5% | +0.1% | +1.8% |
| 30D | +8.4% | +12.7% | -4.3% | +4.5% |
| 3M | -5.5% | +17.9% | -23.5% | -10.3% |
| 6M | +17.7% | +25.0% | -7.3% | +9.5% |
| YTD | +17.6% | +20.8% | -3.2% | +10.0% |
| 1Y | +33.9% | +24.3% | +9.6% | +23.9% |
| 3Y | +103.8% | +65.3% | +38.6% | +65.6% |
| All | +25.7% | +99.6% | -73.9% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling