+1,110.0%
DIA vs RIG
-86.4%
+1,196.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.2% |
| 7D | -1.6% | -2.6% | +0.9% | -1.3% |
| 30D | +1.3% | -5.2% | +6.5% | +1.7% |
| 3M | -2.1% | -8.6% | +6.5% | -1.5% |
| 6M | +6.2% | -18.9% | +25.2% | +8.0% |
| YTD | +10.3% | +28.6% | -18.2% | +5.1% |
| 1Y | +11.0% | +25.5% | -14.5% | +5.9% |
| 3Y | +60.4% | -20.2% | +80.5% | +56.1% |
| 5Y | +59.1% | +53.9% | +5.2% | +34.3% |
| 10Y | +237.1% | -48.8% | +285.8% | +162.5% |
| All | +1,110.0% | -86.4% | +1,196.4% | +894.2% |
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