+668.0%
BE vs RIG
-56.3%
+724.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.1% | -9.1% | -6.0% |
| 7D | +10.8% | +5.7% | +5.1% | +9.2% |
| 30D | -19.8% | -0.7% | -19.1% | -19.9% |
| 3M | -18.7% | -3.1% | -15.6% | -19.0% |
| 6M | -33.7% | -16.3% | -17.4% | -32.4% |
| YTD | +121.0% | +34.1% | +86.8% | +96.0% |
| 1Y | +85.4% | +38.2% | +47.3% | +63.6% |
| 3Y | +1,709.5% | -15.3% | +1,724.8% | +1,621.2% |
| 5Y | +462.2% | +62.5% | +399.7% | +318.4% |
| All | +668.0% | -56.3% | +724.2% | +516.6% |
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 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