+24.5%
USB vs RVTY
-8.9%
+33.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +1.4% | -2.7% | +4.1% | +2.2% |
| 30D | +6.4% | +3.2% | +3.2% | +5.1% |
| 3M | -4.5% | +37.2% | -41.7% | -14.1% |
| 6M | +11.4% | +57.7% | -46.3% | -4.7% |
| YTD | +17.1% | +64.8% | -47.8% | -2.2% |
| 1Y | +32.6% | +72.8% | -40.2% | +8.8% |
| 3Y | +101.8% | +89.8% | +12.0% | +58.1% |
| All | +24.5% | -8.9% | +33.4% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling