+26.1%
BIL vs RIG
-46.1%
+72.2%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | 0.0% |
| 7D | +0.1% | +5.7% | -5.6% | +0.1% |
| 30D | +0.3% | -0.7% | +1.1% | +0.3% |
| 3M | +1.0% | -3.1% | +4.1% | +1.0% |
| 6M | +1.9% | -16.3% | +18.2% | +1.9% |
| YTD | +3.2% | +34.1% | -31.0% | +3.2% |
| 1Y | +3.7% | +38.2% | -34.5% | +3.7% |
| 3Y | +13.8% | -15.3% | +29.1% | +13.8% |
| 5Y | +20.3% | +62.5% | -42.2% | +20.3% |
| All | +26.1% | -46.1% | +72.2% | +26.2% |
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 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