+108.7%
USB vs RIG
-39.8%
+148.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.6% | +0.2% |
| 7D | +1.4% | +0.9% | +0.6% | +1.3% |
| 30D | -1.3% | +13.8% | -15.1% | -3.3% |
| 3M | +15.2% | -6.4% | +21.6% | +15.8% |
| 6M | +18.8% | -8.2% | +27.0% | +19.1% |
| YTD | +21.0% | +41.6% | -20.6% | +12.9% |
| 1Y | +34.0% | +88.7% | -54.7% | +18.8% |
| 3Y | +95.3% | -30.9% | +126.2% | +94.7% |
| 5Y | +40.4% | +57.7% | -17.3% | +17.3% |
| All | +108.7% | -39.8% | +148.5% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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