+22.0%
USB vs RSG
+97.2%
-75.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | 0.0% | +1.2% | -1.2% | -0.4% |
| 30D | +5.8% | +14.2% | -8.3% | +1.6% |
| 3M | -6.0% | +18.2% | -24.1% | -10.7% |
| 6M | +7.8% | +24.4% | -16.6% | +0.3% |
| YTD | +14.6% | +17.9% | -3.3% | +8.0% |
| 1Y | +31.8% | +22.3% | +9.5% | +22.4% |
| 3Y | +91.5% | +65.1% | +26.4% | +55.2% |
| All | +22.0% | +97.2% | -75.2% | -10.5% |
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