+404.8%
C vs RIG
-40.2%
+445.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.3% |
| 7D | +3.6% | +0.9% | +2.8% | +3.4% |
| 30D | +0.1% | +13.8% | -13.8% | -3.1% |
| 3M | +2.4% | -6.4% | +8.8% | +3.3% |
| 6M | +24.9% | -8.2% | +33.1% | +25.1% |
| YTD | +19.8% | +41.6% | -21.8% | +7.7% |
| 1Y | +44.9% | +88.7% | -43.8% | +20.5% |
| 3Y | +263.0% | -30.9% | +293.8% | +259.4% |
| 5Y | +129.5% | +57.7% | +71.8% | +68.8% |
| 10Y | +291.6% | -39.3% | +330.9% | +149.1% |
| All | +404.8% | -40.2% | +445.0% | +261.0% |
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 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