+92.7%
USB vs RIG
-48.3%
+141.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.4% | +4.3% | -1.2% |
| 7D | -1.5% | -23.8% | +22.3% | +2.3% |
| 30D | +4.3% | -5.6% | +9.8% | +4.8% |
| 3M | -6.1% | -0.8% | -5.3% | -6.6% |
| 6M | +9.4% | -18.4% | +27.8% | +11.4% |
| YTD | +15.2% | +23.5% | -8.3% | +9.1% |
| 1Y | +32.8% | +30.8% | +2.0% | +24.4% |
| 3Y | +91.3% | -25.4% | +116.7% | +87.6% |
| 5Y | +22.7% | +42.5% | -19.8% | +3.7% |
| All | +92.7% | -48.3% | +141.0% | +39.5% |
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