+504.6%
CSX vs RIG
-39.8%
+544.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.2% |
| 7D | -3.4% | +0.9% | -4.2% | -3.5% |
| 30D | -3.1% | +13.8% | -16.9% | -4.6% |
| 3M | +7.2% | -6.4% | +13.6% | +7.6% |
| 6M | +16.2% | -8.2% | +24.3% | +16.4% |
| YTD | +37.5% | +41.6% | -4.1% | +31.0% |
| 1Y | +53.2% | +88.7% | -35.5% | +40.6% |
| 3Y | +68.2% | -30.9% | +99.1% | +67.6% |
| 5Y | +65.2% | +57.7% | +7.5% | +43.4% |
| All | +504.6% | -39.8% | +544.3% | +382.8% |
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