+4,426.0%
USB vs RIG
-40.2%
+4,466.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.4% |
| 3M | +15.2% | -6.4% | +21.6% | +15.9% |
| 6M | +18.8% | -8.2% | +27.0% | +19.1% |
| YTD | +21.0% | +41.6% | -20.6% | +12.5% |
| 1Y | +34.0% | +88.7% | -54.7% | +18.1% |
| 3Y | +95.3% | -30.9% | +126.2% | +94.9% |
| 5Y | +40.4% | +57.7% | -17.3% | +15.4% |
| 10Y | +107.3% | -39.3% | +146.6% | +52.5% |
| All | +4,426.0% | -40.2% | +4,466.2% | +3,535.1% |
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