-84.5%
RIG vs USFR
+27.6%
-112.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.6% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +9.5% | +0.3% | +9.2% | +9.4% |
| 3M | -6.6% | +1.0% | -7.6% | -7.0% |
| 6M | -2.9% | +1.9% | -4.8% | -3.6% |
| YTD | +39.5% | +2.7% | +36.8% | +38.1% |
| 1Y | +82.3% | +4.0% | +78.3% | +79.6% |
| 3Y | -29.6% | +14.0% | -43.6% | -33.1% |
| 5Y | +63.2% | +20.4% | +42.8% | +50.7% |
| 10Y | -45.0% | +28.1% | -73.0% | -50.4% |
| All | -84.5% | +27.6% | -112.0% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling