+1,739.4%
BA vs RIG
-40.2%
+1,779.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.7% | +1.4% |
| 7D | +1.2% | +0.9% | +0.3% | +0.9% |
| 30D | -11.6% | +13.8% | -25.4% | -14.0% |
| 3M | -2.4% | -6.4% | +4.0% | -1.9% |
| 6M | -6.6% | -8.2% | +1.5% | -6.7% |
| YTD | -2.2% | +41.6% | -43.9% | -10.9% |
| 1Y | -8.0% | +88.7% | -96.7% | -21.4% |
| 3Y | -5.0% | -30.9% | +25.9% | -5.9% |
| 5Y | -2.7% | +57.7% | -60.4% | -25.0% |
| 10Y | +75.9% | -39.3% | +115.1% | +21.2% |
| All | +1,739.4% | -40.2% | +1,779.6% | +1,120.0% |
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 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