+286.5%
C vs RIG
-42.7%
+329.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | +3.2% | -2.7% | +5.9% | +3.6% |
| 30D | +1.3% | +9.5% | -8.2% | -0.6% |
| 3M | +3.1% | -6.6% | +9.8% | +3.9% |
| 6M | +29.6% | -2.9% | +32.5% | +28.5% |
| YTD | +19.0% | +39.5% | -20.5% | +9.3% |
| 1Y | +45.6% | +82.3% | -36.6% | +26.0% |
| 3Y | +269.3% | -29.6% | +298.9% | +265.8% |
| 5Y | +131.6% | +63.2% | +68.4% | +79.4% |
| 10Y | +286.5% | -45.0% | +331.5% | +163.2% |
| All | +286.5% | -42.7% | +329.2% | +163.2% |
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 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