+1,260.4%
BP vs RIG
-47.1%
+1,307.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -6.3% | -12.2% | +5.9% | -3.1% |
| 30D | -3.6% | -6.0% | +2.4% | -2.3% |
| 3M | +5.2% | -9.4% | +14.7% | +7.5% |
| 6M | +5.3% | -19.1% | +24.4% | +10.4% |
| YTD | +33.1% | +25.4% | +7.7% | +22.7% |
| 1Y | +26.3% | +23.3% | +3.0% | +16.7% |
| 3Y | +47.5% | -22.1% | +69.6% | +44.7% |
| 5Y | +106.2% | +50.1% | +56.0% | +54.9% |
| 10Y | +127.0% | -50.7% | +177.6% | +55.7% |
| All | +1,260.4% | -47.1% | +1,307.5% | +783.6% |
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