+4,299.7%
USB vs RIG
-44.3%
+4,344.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.6% | +9.5% | +3.1% |
| 7D | +2.4% | -18.8% | +21.2% | +5.5% |
| 30D | +6.6% | -1.1% | +7.7% | +6.4% |
| 3M | -4.1% | +4.4% | -8.5% | -5.4% |
| 6M | +12.5% | -20.8% | +33.3% | +15.2% |
| YTD | +17.6% | +32.0% | -14.3% | +10.0% |
| 1Y | +36.5% | +39.7% | -3.2% | +26.2% |
| 3Y | +95.4% | -20.3% | +115.7% | +89.7% |
| 5Y | +26.1% | +49.3% | -23.2% | +4.5% |
| 10Y | +101.3% | -43.6% | +144.9% | +49.8% |
| All | +4,299.7% | -44.3% | +4,344.0% | +3,454.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling