+22.0%
USB vs RIG
+44.4%
-22.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.9% |
| 7D | 0.0% | -24.5% | +24.5% | +3.9% |
| 30D | +5.8% | -2.8% | +8.6% | +5.8% |
| 3M | -6.0% | +1.6% | -7.5% | -6.9% |
| 6M | +7.8% | -15.9% | +23.7% | +9.2% |
| YTD | +14.6% | +26.9% | -12.3% | +7.4% |
| 1Y | +31.8% | +34.4% | -2.6% | +22.1% |
| 3Y | +91.5% | -21.2% | +112.7% | +85.2% |
| All | +22.0% | +44.4% | -22.3% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling