+605.2%
USB vs RSG
+2,244.5%
-1,639.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | 0.0% | +1.2% | -1.2% | -0.4% |
| 30D | +5.8% | +14.2% | -8.3% | +0.9% |
| 3M | -6.0% | +17.8% | -23.7% | -11.4% |
| 6M | +7.8% | +24.0% | -16.2% | -0.6% |
| YTD | +14.6% | +17.5% | -2.9% | +7.4% |
| 1Y | +31.8% | +21.9% | +9.9% | +21.7% |
| 3Y | +91.5% | +64.6% | +26.9% | +57.5% |
| 5Y | +22.0% | +97.3% | -75.2% | -6.6% |
| 10Y | +96.1% | +462.8% | -366.8% | +8.0% |
| All | +605.2% | +2,244.5% | -1,639.3% | +171.9% |
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