+193.0%
ARM vs RIG
-39.2%
+232.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.3% | +8.0% | +7.1% |
| 7D | -5.3% | -17.0% | +11.7% | -0.2% |
| 30D | -30.0% | -6.2% | -23.9% | -28.9% |
| 3M | -34.1% | -1.7% | -32.4% | -34.6% |
| 6M | -12.6% | -19.2% | +6.6% | -9.2% |
| YTD | +70.4% | +25.2% | +45.3% | +47.6% |
| 1Y | +22.3% | +29.9% | -7.6% | +4.2% |
| 3Y | +261.2% | -21.3% | +282.5% | +239.9% |
| All | +193.0% | -39.2% | +232.2% | +202.7% |
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 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