+1,236.9%
BP vs RIG
-40.2%
+1,277.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.4% | +1.3% |
| 7D | +3.9% | +0.9% | +3.1% | +3.6% |
| 30D | +7.6% | +13.8% | -6.2% | +3.8% |
| 3M | +0.7% | -6.4% | +7.1% | +2.2% |
| 6M | +15.5% | -8.2% | +23.7% | +16.9% |
| YTD | +30.8% | +41.6% | -10.8% | +17.3% |
| 1Y | +34.3% | +88.7% | -54.4% | +10.3% |
| 3Y | +35.1% | -30.9% | +65.9% | +37.0% |
| 5Y | +126.8% | +57.7% | +69.1% | +67.8% |
| 10Y | +123.4% | -39.3% | +162.6% | +43.9% |
| All | +1,236.9% | -40.2% | +1,277.1% | +744.6% |
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