+30.8%
BIL vs RIG
-94.1%
+124.9%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | 0.0% |
| 7D | +0.1% | -2.6% | +2.7% | +0.1% |
| 30D | 0.0% | -5.2% | +5.2% | 0.0% |
| 3M | +0.6% | -8.6% | +9.2% | +0.6% |
| 6M | +1.5% | -18.9% | +20.4% | +1.5% |
| YTD | +2.8% | +28.6% | -25.8% | +2.8% |
| 1Y | +3.3% | +25.5% | -22.2% | +3.4% |
| 3Y | +13.4% | -20.2% | +33.6% | +13.4% |
| 5Y | +19.8% | +53.9% | -34.1% | +19.9% |
| 10Y | +25.7% | -48.8% | +74.5% | +25.8% |
| All | +30.8% | -94.1% | +124.9% | +30.3% |
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