+177.1%
B vs RIG
-46.4%
+223.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.2% |
| 7D | +9.6% | -24.5% | +34.1% | +13.1% |
| 30D | +3.5% | -2.8% | +6.3% | +3.5% |
| 3M | -1.6% | +1.6% | -3.1% | -2.4% |
| 6M | -1.7% | -15.9% | +14.2% | -0.6% |
| YTD | -5.3% | +26.9% | -32.2% | -9.5% |
| 1Y | +27.2% | +34.4% | -7.1% | +20.7% |
| 3Y | +166.1% | -21.2% | +187.3% | +160.3% |
| 5Y | +136.5% | +46.4% | +90.1% | +102.9% |
| 10Y | +172.2% | -45.8% | +218.0% | +107.4% |
| All | +177.1% | -46.4% | +223.5% | +143.6% |
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