-20.4%
BA vs RIG
+53.0%
-73.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.3% |
| 7D | -1.4% | -2.6% | +1.2% | -1.1% |
| 30D | -7.9% | -5.2% | -2.7% | -7.5% |
| 3M | -25.2% | -8.6% | -16.6% | -24.7% |
| 6M | -26.7% | -18.9% | -7.8% | -25.4% |
| YTD | -19.6% | +28.6% | -48.2% | -24.7% |
| 1Y | -10.6% | +25.5% | -36.1% | -16.1% |
| 3Y | -11.2% | -20.2% | +8.9% | -14.7% |
| 5Y | -20.4% | +53.9% | -74.4% | -37.2% |
| All | -20.4% | +53.0% | -73.5% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling