-31.9%
DIS vs RIG
+44.4%
-76.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.7% |
| 7D | +5.2% | -24.5% | +29.7% | +8.5% |
| 30D | +11.5% | -2.8% | +14.2% | +11.4% |
| 3M | +11.5% | +1.6% | +10.0% | +10.5% |
| 6M | +8.9% | -15.9% | +24.8% | +10.0% |
| YTD | +3.4% | +26.9% | -23.5% | -2.2% |
| 1Y | +7.2% | +34.4% | -27.2% | +0.4% |
| 3Y | +43.3% | -21.2% | +64.5% | +38.1% |
| All | -31.9% | +44.4% | -76.3% | -43.5% |
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 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