+208.6%
B vs RIG
-49.1%
+257.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.2% | -6.3% | -6.1% |
| 7D | +7.1% | -12.2% | +19.3% | +7.6% |
| 30D | -3.3% | -6.0% | +2.7% | -3.2% |
| 3M | -2.5% | -9.4% | +6.9% | -2.3% |
| 6M | -7.2% | -19.1% | +11.8% | -6.8% |
| YTD | -7.4% | +25.4% | -32.8% | -8.6% |
| 1Y | +16.4% | +23.3% | -6.9% | +14.9% |
| 3Y | +178.7% | -22.1% | +200.8% | +176.2% |
| 5Y | +121.7% | +50.1% | +71.5% | +114.5% |
| 10Y | +208.6% | -50.7% | +259.3% | +205.3% |
| All | +208.6% | -49.1% | +257.7% | +205.3% |
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 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