+268.6%
ARM vs RIG
-16.1%
+284.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.1% | -8.8% | -5.8% |
| 7D | +9.1% | +5.7% | +3.4% | +7.4% |
| 30D | -19.9% | -0.7% | -19.2% | -20.0% |
| 3M | -31.6% | -3.1% | -28.5% | -31.7% |
| 6M | -13.9% | -16.3% | +2.4% | -11.3% |
| YTD | +74.3% | +34.1% | +40.2% | +48.0% |
| 1Y | +35.8% | +38.2% | -2.4% | +13.8% |
| 3Y | +268.6% | -15.3% | +283.9% | +248.2% |
| All | +268.6% | -16.1% | +284.7% | +248.2% |
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 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