+8,438.8%
USB vs RVTY
+2,416.7%
+6,022.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | +1.4% | +1.1% | +0.3% | +1.2% |
| 30D | -1.3% | +13.2% | -14.5% | -4.4% |
| 3M | +15.2% | +27.2% | -12.0% | +8.1% |
| 6M | +18.8% | +32.4% | -13.6% | +10.0% |
| YTD | +21.0% | +34.9% | -13.9% | +11.1% |
| 1Y | +34.0% | +52.4% | -18.4% | +19.1% |
| 3Y | +95.3% | +12.3% | +83.0% | +84.0% |
| 5Y | +40.4% | -30.8% | +71.2% | +46.0% |
| 10Y | +107.3% | +150.7% | -43.4% | +56.9% |
| All | +8,438.8% | +2,416.7% | +6,022.1% | +3,984.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling