+651.5%
ADI vs RIG
-41.2%
+692.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +5.1% |
| 7D | +4.6% | -3.1% | +7.6% | +4.9% |
| 30D | -1.2% | -0.5% | -0.6% | -1.2% |
| 3M | -7.8% | -6.0% | -1.8% | -7.4% |
| 6M | +19.3% | -10.1% | +29.5% | +19.9% |
| YTD | +40.9% | +37.3% | +3.6% | +34.2% |
| 1Y | +54.5% | +73.9% | -19.4% | +42.4% |
| 3Y | +123.4% | -30.2% | +153.6% | +121.6% |
| 5Y | +142.3% | +62.5% | +79.8% | +108.9% |
| All | +651.5% | -41.2% | +692.7% | +484.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling