+934.5%
BAC vs RIG
-47.1%
+981.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +2.1% | -12.2% | +14.3% | +4.6% |
| 30D | -6.7% | -6.0% | -0.7% | -6.0% |
| 3M | -20.2% | -9.4% | -10.8% | -19.3% |
| 6M | -0.2% | -19.1% | +18.9% | +2.6% |
| YTD | -6.4% | +25.4% | -31.8% | -13.4% |
| 1Y | -3.1% | +23.3% | -26.4% | -10.3% |
| 3Y | +96.7% | -22.1% | +118.8% | +89.3% |
| 5Y | +21.3% | +50.1% | -28.9% | -7.7% |
| 10Y | +237.7% | -50.7% | +288.4% | +131.5% |
| All | +934.5% | -47.1% | +981.5% | +740.0% |
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