+903.3%
DIS vs RIG
-40.2%
+943.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.4% |
| 7D | -2.6% | +0.9% | -3.4% | -2.7% |
| 30D | +3.5% | +13.8% | -10.3% | +1.6% |
| 3M | +6.8% | -6.4% | +13.2% | +7.3% |
| 6M | +3.0% | -8.2% | +11.1% | +3.1% |
| YTD | -6.7% | +41.6% | -48.4% | -12.2% |
| 1Y | -10.1% | +88.7% | -98.8% | -19.0% |
| 3Y | +33.0% | -30.9% | +63.9% | +32.4% |
| 5Y | -40.0% | +57.7% | -97.7% | -49.4% |
| 10Y | +21.1% | -39.3% | +60.3% | -8.5% |
| All | +903.3% | -40.2% | +943.5% | +749.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling