-41.9%
ACN vs RIG
-28.9%
-13.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -4.0% |
| 7D | -4.8% | -2.7% | -2.1% | -4.6% |
| 30D | +1.9% | +9.5% | -7.6% | +1.1% |
| 3M | +3.9% | -6.6% | +10.5% | +4.3% |
| 6M | -15.0% | -2.9% | -12.1% | -15.0% |
| YTD | -31.9% | +39.5% | -71.4% | -34.0% |
| 1Y | -28.5% | +82.3% | -110.8% | -32.4% |
| 3Y | -41.9% | -29.6% | -12.3% | -44.7% |
| All | -41.9% | -28.9% | -13.0% | -44.7% |
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