+51.6%
USB vs RVMD
+644.5%
-592.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | +1.4% | +1.0% | +0.4% | +1.3% |
| 30D | -1.3% | +6.4% | -7.8% | -2.1% |
| 3M | +15.2% | +34.9% | -19.7% | +11.0% |
| 6M | +18.8% | +107.6% | -88.7% | +7.3% |
| YTD | +21.0% | +163.7% | -142.7% | +4.8% |
| 1Y | +34.0% | +439.2% | -405.2% | +4.7% |
| 3Y | +95.3% | +499.2% | -403.9% | +45.5% |
| 5Y | +40.4% | +621.7% | -581.3% | -3.2% |
| All | +51.6% | +644.5% | -592.9% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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