+72.9%
BAC vs RIG
+52.4%
+20.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | -0.3% |
| 7D | +1.2% | -2.7% | +3.9% | +1.5% |
| 30D | -0.7% | +9.5% | -10.2% | -2.1% |
| 3M | +16.9% | -6.6% | +23.6% | +17.6% |
| 6M | +29.6% | -2.9% | +32.5% | +28.7% |
| YTD | +15.3% | +39.5% | -24.2% | +7.8% |
| 1Y | +28.8% | +82.3% | -53.4% | +14.8% |
| 3Y | +136.4% | -29.6% | +166.0% | +133.7% |
| 5Y | +72.9% | +63.2% | +9.7% | +39.6% |
| All | +72.9% | +52.4% | +20.5% | +39.6% |
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 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