-4.6%
BA vs RIG
-32.0%
+27.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.7% | +1.1% |
| 7D | +1.2% | +0.9% | +0.3% | +1.0% |
| 30D | -11.6% | +13.8% | -25.4% | -13.0% |
| 3M | -2.4% | -6.4% | +4.0% | -1.8% |
| 6M | -6.6% | -8.2% | +1.5% | -6.5% |
| YTD | -2.2% | +41.6% | -43.9% | -9.2% |
| 1Y | -8.0% | +88.7% | -96.7% | -19.2% |
| All | -4.6% | -32.0% | +27.3% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling