-44.2%
RIG vs USHY
+49.7%
-94.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.8% |
| 7D | -3.1% | -0.7% | -2.4% | -0.9% |
| 30D | -0.5% | -0.7% | +0.1% | +1.6% |
| 3M | -6.0% | +0.1% | -6.0% | -6.5% |
| 6M | -10.1% | +1.8% | -11.9% | -16.1% |
| YTD | +37.3% | +1.8% | +35.5% | +28.6% |
| 1Y | +73.9% | +3.3% | +70.6% | +55.7% |
| 3Y | -30.2% | +27.0% | -57.1% | -67.4% |
| 5Y | +62.5% | +21.0% | +41.4% | -6.9% |
| All | -44.2% | +49.7% | -94.0% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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