+98.3%
USB vs RVTY
+12.6%
+85.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | +1.4% | +1.1% | +0.3% | +1.1% |
| 30D | -1.3% | +13.2% | -14.5% | -5.2% |
| 3M | +15.2% | +27.2% | -12.0% | +6.2% |
| 6M | +18.8% | +32.4% | -13.6% | +7.6% |
| YTD | +21.0% | +34.9% | -13.9% | +8.2% |
| 1Y | +34.0% | +52.4% | -18.4% | +14.3% |
| All | +98.3% | +12.6% | +85.6% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 3y: compounded portfolio wealth divided by compounded RVTY 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…
3y analysis · Full analysis span regression · 6 months rolling