+23.3%
BA vs RIG
-46.1%
+69.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.2% | -0.9% |
| 7D | -1.1% | +5.7% | -6.8% | -2.2% |
| 30D | -7.1% | -0.7% | -6.4% | -7.4% |
| 3M | -25.5% | -3.1% | -22.4% | -25.7% |
| 6M | -28.7% | -16.3% | -12.4% | -27.4% |
| YTD | -21.0% | +34.1% | -55.2% | -28.4% |
| 1Y | -11.9% | +38.2% | -50.0% | -20.7% |
| 3Y | -16.2% | -15.3% | -0.9% | -21.0% |
| 5Y | -22.4% | +62.5% | -84.8% | -42.9% |
| All | +23.3% | -46.1% | +69.4% | -24.0% |
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