+412.6%
CSX vs RIG
-46.5%
+459.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +2.9% |
| 7D | -2.2% | -17.0% | +14.8% | -0.3% |
| 30D | +6.8% | -6.2% | +13.0% | +7.3% |
| 3M | +0.7% | -1.7% | +2.4% | +0.4% |
| 6M | +13.3% | -19.2% | +32.5% | +15.0% |
| YTD | +40.5% | +25.2% | +15.3% | +35.2% |
| 1Y | +44.7% | +29.9% | +14.8% | +38.4% |
| 3Y | +74.5% | -21.3% | +95.8% | +70.9% |
| 5Y | +52.0% | +40.5% | +11.5% | +33.7% |
| 10Y | +412.6% | -49.6% | +462.2% | +310.1% |
| All | +412.6% | -46.5% | +459.1% | +310.1% |
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