+36.6%
DIS vs RIG
-46.5%
+83.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.4% | +2.2% |
| 7D | +5.3% | -17.0% | +22.3% | +7.3% |
| 30D | +10.2% | -6.2% | +16.4% | +10.7% |
| 3M | +13.5% | -1.7% | +15.3% | +13.1% |
| 6M | +11.1% | -19.2% | +30.3% | +12.7% |
| YTD | +5.5% | +25.2% | -19.7% | +1.1% |
| 1Y | +9.1% | +29.9% | -20.8% | +4.0% |
| 3Y | +36.0% | -21.3% | +57.3% | +32.7% |
| 5Y | -29.8% | +40.5% | -70.3% | -38.5% |
| 10Y | +36.6% | -49.6% | +86.2% | +7.7% |
| All | +36.6% | -46.5% | +83.1% | +7.7% |
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