+67.8%
B vs RIG
+97.6%
-29.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.9% |
| 7D | -1.6% | +0.9% | -2.5% | -1.7% |
| 30D | +9.4% | +13.8% | -4.4% | +7.8% |
| 3M | +5.0% | -6.4% | +11.4% | +5.6% |
| 6M | -3.5% | -8.2% | +4.6% | -3.7% |
| YTD | +4.5% | +41.6% | -37.2% | -2.1% |
| 1Y | +67.8% | +88.7% | -20.9% | +59.3% |
| All | +67.8% | +97.6% | -29.9% | +59.3% |
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 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