+32.6%
DIS vs RIG
-48.3%
+80.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | +0.1% |
| 7D | +0.6% | -2.6% | +3.2% | +0.8% |
| 30D | +10.3% | -5.2% | +15.5% | +10.6% |
| 3M | +15.6% | -8.6% | +24.2% | +16.1% |
| 6M | +15.1% | -18.9% | +34.1% | +16.7% |
| YTD | +6.0% | +28.6% | -22.6% | +1.2% |
| 1Y | +5.7% | +25.5% | -19.8% | +1.1% |
| 3Y | +39.8% | -20.2% | +60.0% | +36.2% |
| 5Y | -23.9% | +53.9% | -77.8% | -33.9% |
| All | +32.6% | -48.3% | +80.9% | +2.5% |
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