+193.4%
B vs RIG
-42.7%
+236.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.4% |
| 7D | +2.3% | -2.7% | +5.0% | +2.4% |
| 30D | +1.4% | +9.5% | -8.2% | +0.9% |
| 3M | +12.2% | -6.6% | +18.8% | +12.4% |
| 6M | -2.1% | -2.9% | +0.7% | -2.3% |
| YTD | +2.9% | +39.5% | -36.5% | +1.1% |
| 1Y | +55.3% | +82.3% | -27.0% | +50.8% |
| 3Y | +198.7% | -29.6% | +228.3% | +197.0% |
| 5Y | +153.8% | +63.2% | +90.6% | +143.8% |
| 10Y | +193.4% | -45.0% | +238.4% | +167.1% |
| All | +193.4% | -42.7% | +236.1% | +167.1% |
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 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