+33.2%
BP vs RIG
+34.1%
-0.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.3% | -0.4% |
| 7D | +3.8% | +5.7% | -1.9% | +2.0% |
| 30D | -5.3% | -0.7% | -4.6% | -5.2% |
| 3M | +9.3% | -3.1% | +12.4% | +9.8% |
| 6M | +7.2% | -16.3% | +23.5% | +11.4% |
| YTD | +38.0% | +34.1% | +3.9% | +21.4% |
| 1Y | +33.2% | +38.2% | -5.0% | +16.1% |
| All | +33.2% | +34.1% | -0.9% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling