+59.9%
DIA vs RIG
-28.9%
+88.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.0% |
| 7D | +0.1% | -2.7% | +2.8% | +0.3% |
| 30D | -2.1% | +9.5% | -11.6% | -2.9% |
| 3M | +4.2% | -6.6% | +10.8% | +4.6% |
| 6M | +11.9% | -2.9% | +14.8% | +11.4% |
| YTD | +10.8% | +39.5% | -28.6% | +6.0% |
| 1Y | +17.5% | +82.3% | -64.8% | +8.7% |
| 3Y | +59.9% | -29.6% | +89.5% | +56.3% |
| All | +59.9% | -28.9% | +88.8% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling