+44.2%
BP vs RIG
-24.1%
+68.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.1% |
| 7D | -11.6% | -24.5% | +12.9% | -4.7% |
| 30D | 0.0% | -2.8% | +2.8% | +0.6% |
| 3M | +6.7% | +1.6% | +5.2% | +5.7% |
| 6M | +2.2% | -15.9% | +18.0% | +6.0% |
| YTD | +33.0% | +26.9% | +6.1% | +22.3% |
| 1Y | +30.7% | +34.4% | -3.6% | +18.2% |
| 3Y | +44.2% | -21.2% | +65.4% | +38.2% |
| All | +44.2% | -24.1% | +68.2% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling