+8.3%
DIS vs RIG
+43.0%
-34.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.6% | +11.8% | +4.0% |
| 7D | +9.1% | -18.8% | +27.9% | +8.8% |
| 30D | +14.8% | -1.1% | +15.9% | +14.4% |
| 3M | +21.2% | +4.4% | +16.7% | +20.5% |
| 6M | +18.3% | -20.8% | +39.1% | +19.3% |
| YTD | +5.4% | +32.0% | -26.6% | -3.1% |
| 1Y | +8.3% | +39.7% | -31.5% | -2.8% |
| All | +8.3% | +43.0% | -34.8% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling