+220.1%
C vs RIG
-46.5%
+266.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.7% |
| 7D | -0.9% | -17.0% | +16.1% | +2.4% |
| 30D | -5.4% | -6.2% | +0.8% | -4.7% |
| 3M | -9.2% | -1.7% | -7.4% | -9.7% |
| 6M | -1.8% | -19.2% | +17.4% | +0.7% |
| YTD | +6.7% | +25.2% | -18.5% | -0.7% |
| 1Y | +23.5% | +29.9% | -6.4% | +13.9% |
| 3Y | +219.8% | -21.3% | +241.1% | +208.3% |
| 5Y | +112.4% | +40.5% | +71.9% | +68.7% |
| 10Y | +220.1% | -49.6% | +269.6% | +120.1% |
| All | +220.1% | -46.5% | +266.6% | +120.1% |
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