-42.2%
RIG vs USFR
+28.1%
-70.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -0.5% | +0.4% | -0.9% | -0.8% |
| 3M | -6.0% | +1.0% | -7.0% | -6.8% |
| 6M | -10.1% | +2.0% | -12.1% | -11.7% |
| YTD | +37.3% | +2.8% | +34.5% | +33.9% |
| 1Y | +73.9% | +4.1% | +69.8% | +67.7% |
| 3Y | -30.2% | +14.1% | -44.3% | -38.9% |
| 5Y | +62.5% | +20.6% | +41.9% | +29.1% |
| All | -42.2% | +28.1% | -70.3% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling