+1,179.4%
BAC vs RIG
-40.2%
+1,219.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.8% | +0.5% |
| 7D | +1.1% | +0.9% | +0.2% | +0.9% |
| 30D | -0.4% | +13.8% | -14.2% | -3.2% |
| 3M | +16.9% | -6.4% | +23.3% | +17.7% |
| 6M | +26.6% | -8.2% | +34.8% | +26.9% |
| YTD | +15.8% | +41.6% | -25.9% | +5.1% |
| 1Y | +27.2% | +88.7% | -61.5% | +7.6% |
| 3Y | +132.4% | -30.9% | +163.3% | +130.7% |
| 5Y | +72.6% | +57.7% | +14.9% | +30.2% |
| 10Y | +389.7% | -39.3% | +429.0% | +220.0% |
| All | +1,179.4% | -40.2% | +1,219.6% | +920.3% |
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