+1,394.9%
BA vs RIG
-47.9%
+1,442.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.4% | +3.9% | -1.3% |
| 7D | -0.1% | -23.8% | +23.7% | +4.8% |
| 30D | -9.1% | -5.6% | -3.6% | -8.5% |
| 3M | -28.2% | -0.8% | -27.4% | -28.7% |
| 6M | -23.1% | -18.4% | -4.7% | -21.4% |
| YTD | -20.6% | +23.5% | -44.0% | -26.1% |
| 1Y | -12.7% | +30.8% | -43.5% | -19.9% |
| 3Y | -11.6% | -25.4% | +13.9% | -14.1% |
| 5Y | -23.1% | +42.5% | -65.6% | -39.7% |
| 10Y | +34.4% | -47.3% | +81.6% | -5.1% |
| All | +1,394.9% | -47.9% | +1,442.8% | +911.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling