-22.5%
DIS vs RIG
+62.5%
-85.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | +0.1% |
| 7D | +1.9% | +5.7% | -3.8% | +1.2% |
| 30D | +9.2% | -0.7% | +9.9% | +8.8% |
| 3M | +13.5% | -3.1% | +16.7% | +13.2% |
| 6M | +14.3% | -16.3% | +30.6% | +15.6% |
| YTD | +5.4% | +34.1% | -28.8% | -1.0% |
| 1Y | +12.2% | +38.2% | -26.0% | +4.8% |
| 3Y | +37.2% | -15.3% | +52.5% | +31.1% |
| All | -22.5% | +62.5% | -85.0% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling