+86.1%
ARM vs RIG
+97.6%
-11.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.8% | +6.7% | +4.2% |
| 7D | +5.5% | +0.9% | +4.6% | +5.2% |
| 30D | -8.2% | +13.8% | -22.0% | -9.8% |
| 3M | -35.9% | -6.4% | -29.5% | -35.4% |
| 6M | +103.1% | -8.2% | +111.3% | +100.4% |
| YTD | +130.6% | +41.6% | +89.0% | +95.5% |
| 1Y | +86.1% | +88.7% | -2.6% | +42.6% |
| All | +86.1% | +97.6% | -11.6% | +42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling