-10.6%
BA vs RIG
+43.0%
-53.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.6% | +9.8% | +1.7% |
| 7D | +5.9% | -18.8% | +24.7% | +4.9% |
| 30D | -8.2% | -1.1% | -7.1% | -8.2% |
| 3M | -25.4% | +4.4% | -29.8% | -25.0% |
| 6M | -20.0% | -20.8% | +0.8% | -20.0% |
| YTD | -18.5% | +32.0% | -50.4% | -21.3% |
| 1Y | -10.6% | +39.7% | -50.4% | -14.7% |
| All | -10.6% | +43.0% | -53.7% | -14.7% |
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