+28.1%
BA vs RIG
-46.5%
+74.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -1.7% | -17.0% | +15.3% | +1.9% |
| 30D | -9.5% | -6.2% | -3.3% | -8.7% |
| 3M | -26.5% | -1.7% | -24.8% | -26.9% |
| 6M | -27.4% | -19.2% | -8.2% | -25.5% |
| YTD | -20.6% | +25.2% | -45.8% | -27.0% |
| 1Y | -11.4% | +29.9% | -41.3% | -19.4% |
| 3Y | -10.8% | -21.3% | +10.5% | -14.7% |
| 5Y | -21.9% | +40.5% | -62.4% | -40.8% |
| 10Y | +28.1% | -49.6% | +77.7% | -19.3% |
| All | +28.1% | -46.5% | +74.6% | -19.3% |
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