+296.4%
ARM vs RIG
-31.3%
+327.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.8% | +6.7% | +4.7% |
| 7D | +5.5% | +0.9% | +4.6% | +5.0% |
| 30D | -8.2% | +13.8% | -22.0% | -12.1% |
| 3M | -35.9% | -6.4% | -29.5% | -35.1% |
| 6M | +103.1% | -8.2% | +111.3% | +102.4% |
| YTD | +130.6% | +41.6% | +89.0% | +94.1% |
| 1Y | +86.1% | +88.7% | -2.6% | +38.9% |
| All | +296.4% | -31.3% | +327.7% | +298.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling