+31.9%
DIS vs RIG
-46.1%
+77.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | +0.2% |
| 7D | +1.9% | +5.7% | -3.8% | +1.3% |
| 30D | +9.2% | -0.7% | +9.9% | +8.9% |
| 3M | +13.5% | -3.1% | +16.7% | +13.3% |
| 6M | +14.3% | -16.3% | +30.6% | +15.5% |
| YTD | +5.4% | +34.1% | -28.8% | +0.2% |
| 1Y | +12.2% | +38.2% | -26.0% | +6.1% |
| 3Y | +37.2% | -15.3% | +52.5% | +32.8% |
| 5Y | -23.1% | +62.5% | -85.6% | -33.6% |
| All | +31.9% | -46.1% | +77.9% | +1.5% |
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