+644.8%
USB vs RSG
+2,015.2%
-1,370.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | +1.4% | +0.3% | +1.2% | +1.3% |
| 30D | -1.3% | +7.6% | -8.9% | -3.9% |
| 3M | +15.2% | +7.4% | +7.8% | +12.1% |
| 6M | +18.8% | -3.3% | +22.1% | +19.6% |
| YTD | +21.0% | +6.0% | +15.0% | +17.7% |
| 1Y | +34.0% | -3.7% | +37.7% | +34.7% |
| 3Y | +95.3% | +59.1% | +36.2% | +62.7% |
| 5Y | +40.4% | +89.0% | -48.7% | +9.0% |
| 10Y | +107.3% | +412.5% | -305.2% | +18.3% |
| All | +644.8% | +2,015.2% | -1,370.5% | +198.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling