+24.4%
USB vs RSG
+97.5%
-73.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -0.5% | +1.6% | -2.1% | -1.0% |
| 30D | +5.7% | +13.5% | -7.8% | +1.7% |
| 3M | -4.7% | +16.3% | -21.0% | -9.1% |
| 6M | +13.4% | +26.9% | -13.5% | +4.9% |
| YTD | +17.0% | +19.1% | -2.1% | +10.0% |
| 1Y | +32.4% | +21.8% | +10.5% | +23.3% |
| 3Y | +101.7% | +63.5% | +38.2% | +64.4% |
| 5Y | +24.4% | +98.6% | -74.2% | -8.7% |
| All | +24.4% | +97.5% | -73.1% | -8.7% |
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