+133.9%
BP vs RIG
-44.3%
+178.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | +4.0% | -8.2% | +12.2% | +6.0% |
| 30D | +7.8% | -0.2% | +8.0% | +7.8% |
| 3M | +8.4% | -2.7% | +11.1% | +8.8% |
| 6M | +15.1% | -7.5% | +22.5% | +16.2% |
| YTD | +36.4% | +38.3% | -1.8% | +24.8% |
| 1Y | +40.9% | +81.8% | -40.9% | +19.9% |
| 3Y | +38.8% | -30.2% | +69.0% | +40.3% |
| 5Y | +141.1% | +59.9% | +81.1% | +87.5% |
| 10Y | +133.9% | -41.9% | +175.8% | +68.1% |
| All | +133.9% | -44.3% | +178.2% | +68.1% |
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