-9.3%
ACN vs RIG
-4.9%
-4.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -3.1% |
| 7D | -1.5% | +0.9% | -2.4% | -1.6% |
| 30D | +9.4% | +13.8% | -4.4% | +8.1% |
| 3M | +5.6% | -6.4% | +12.0% | +6.9% |
| 6M | -9.3% | -8.2% | -1.1% | -6.9% |
| All | -9.3% | -4.9% | -4.4% | -6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling