+157.6%
B vs RIG
+60.3%
+97.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.9% |
| 3M | +5.0% | -6.4% | +11.4% | +5.4% |
| 6M | -3.5% | -8.2% | +4.6% | -3.5% |
| YTD | +4.5% | +41.6% | -37.2% | -0.1% |
| 1Y | +67.8% | +88.7% | -20.9% | +55.5% |
| 3Y | +196.7% | -30.9% | +227.5% | +196.0% |
| All | +157.6% | +60.3% | +97.4% | +132.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling