+338.8%
C vs RIG
-46.4%
+385.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.1% |
| 7D | -2.4% | -24.5% | +22.1% | +3.6% |
| 30D | -6.0% | -2.8% | -3.2% | -5.9% |
| 3M | -10.5% | +1.6% | -12.1% | -11.8% |
| 6M | -5.7% | -15.9% | +10.2% | -3.7% |
| YTD | +4.1% | +26.9% | -22.7% | -4.8% |
| 1Y | +20.5% | +34.4% | -13.9% | +8.5% |
| 3Y | +208.1% | -21.2% | +229.3% | +194.1% |
| 5Y | +110.4% | +46.4% | +64.1% | +57.0% |
| 10Y | +234.6% | -45.8% | +280.4% | +118.6% |
| All | +338.8% | -46.4% | +385.2% | +219.0% |
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