+89.2%
USB vs RIG
-46.5%
+135.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.9% | +2.7% |
| 7D | +0.8% | -17.0% | +17.8% | +3.4% |
| 30D | +6.8% | -6.2% | +13.0% | +7.4% |
| 3M | -3.8% | -1.7% | -2.1% | -4.2% |
| 6M | +11.7% | -19.2% | +31.0% | +14.0% |
| YTD | +17.5% | +25.2% | -7.7% | +11.0% |
| 1Y | +33.8% | +29.9% | +3.9% | +25.4% |
| 3Y | +104.2% | -21.3% | +125.5% | +98.6% |
| 5Y | +26.4% | +40.5% | -14.1% | +7.2% |
| 10Y | +89.2% | -49.6% | +138.8% | +37.6% |
| All | +89.2% | -46.5% | +135.7% | +37.6% |
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