+707.7%
BE vs RIG
-58.0%
+765.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.6% |
| 7D | +20.5% | +4.3% | +16.2% | +19.3% |
| 30D | -23.4% | -5.8% | -17.5% | -22.4% |
| 3M | -14.9% | -6.7% | -8.2% | -14.2% |
| 6M | -28.1% | -18.7% | -9.4% | -26.0% |
| YTD | +132.4% | +28.8% | +103.6% | +108.5% |
| 1Y | +59.4% | +28.8% | +30.5% | +43.6% |
| 3Y | +1,815.8% | -20.0% | +1,835.8% | +1,751.0% |
| 5Y | +491.3% | +56.0% | +435.3% | +345.0% |
| All | +707.7% | -58.0% | +765.7% | +555.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling