+208.8%
C vs RIG
-49.1%
+257.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -0.4% | -12.2% | +11.8% | +1.9% |
| 30D | -5.2% | -6.0% | +0.8% | -4.5% |
| 3M | -9.1% | -9.4% | +0.4% | -8.1% |
| 6M | -1.6% | -19.1% | +17.5% | +0.9% |
| YTD | +6.9% | +25.4% | -18.5% | -0.5% |
| 1Y | +23.0% | +23.3% | -0.4% | +14.6% |
| 3Y | +216.1% | -22.1% | +238.3% | +205.4% |
| 5Y | +112.2% | +50.1% | +62.1% | +66.5% |
| 10Y | +208.8% | -50.7% | +259.5% | +113.0% |
| All | +208.8% | -49.1% | +257.9% | +113.0% |
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