+247.2%
ARM vs RIG
-22.2%
+269.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | -10.4% | -12.2% | +1.8% | -6.9% |
| 30D | -31.8% | -6.0% | -25.9% | -30.8% |
| 3M | -32.2% | -9.4% | -22.8% | -31.0% |
| 6M | -14.9% | -19.1% | +4.2% | -11.6% |
| YTD | +66.0% | +25.4% | +40.6% | +43.7% |
| 1Y | +17.2% | +23.3% | -6.1% | +1.9% |
| 3Y | +247.2% | -22.1% | +269.3% | +238.1% |
| All | +247.2% | -22.2% | +269.4% | +238.1% |
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