+21.2%
DIS vs RIG
-42.7%
+63.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -1.1% | -2.7% | +1.6% | -0.8% |
| 30D | +0.1% | +9.5% | -9.4% | -1.0% |
| 3M | +7.1% | -6.6% | +13.7% | +7.5% |
| 6M | +4.3% | -2.9% | +7.1% | +3.7% |
| YTD | -6.9% | +39.5% | -46.4% | -11.5% |
| 1Y | -10.3% | +82.3% | -92.6% | -17.7% |
| 3Y | +32.8% | -29.6% | +62.4% | +31.7% |
| 5Y | -41.5% | +63.2% | -104.6% | -49.4% |
| 10Y | +21.2% | -45.0% | +66.2% | -8.1% |
| All | +21.2% | -42.7% | +63.9% | -8.1% |
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