-43.9%
RIG vs USHY
+50.4%
-94.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.2% |
| 7D | -8.2% | -0.1% | -8.1% | -7.8% |
| 30D | -0.2% | 0.0% | -0.1% | -0.1% |
| 3M | -2.7% | +0.8% | -3.6% | -5.8% |
| 6M | -7.5% | +1.9% | -9.4% | -14.0% |
| YTD | +38.3% | +2.3% | +36.0% | +27.6% |
| 1Y | +81.8% | +4.1% | +77.7% | +58.5% |
| 3Y | -30.2% | +27.8% | -58.0% | -68.1% |
| 5Y | +59.9% | +21.5% | +38.4% | -9.5% |
| All | -43.9% | +50.4% | -94.3% | -77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling