+931.8%
BAC vs RIG
-47.2%
+979.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.6% |
| 7D | +2.0% | -17.0% | +19.0% | +5.7% |
| 30D | -6.9% | -6.2% | -0.8% | -6.2% |
| 3M | -19.6% | -1.7% | -17.9% | -20.0% |
| 6M | -0.5% | -19.2% | +18.8% | +2.4% |
| YTD | -6.6% | +25.2% | -31.8% | -13.6% |
| 1Y | -3.0% | +29.9% | -32.9% | -11.1% |
| 3Y | +97.3% | -21.3% | +118.6% | +89.4% |
| 5Y | +21.9% | +40.5% | -18.6% | -5.9% |
| 10Y | +251.7% | -49.6% | +301.2% | +139.7% |
| All | +931.8% | -47.2% | +979.0% | +738.2% |
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 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