-15.9%
ACN vs RIG
-16.1%
+0.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.1% |
| 7D | -3.8% | +5.7% | -9.6% | -4.2% |
| 30D | +16.5% | -0.7% | +17.2% | +16.4% |
| 3M | +41.5% | -3.1% | +44.6% | +41.4% |
| 6M | +60.1% | -16.3% | +76.4% | +61.7% |
| YTD | -3.9% | +34.1% | -38.1% | -6.8% |
| 1Y | +4.1% | +38.2% | -34.1% | +0.7% |
| 3Y | -15.9% | -15.3% | -0.6% | -20.0% |
| All | -15.9% | -16.1% | +0.2% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling