+1,034.9%
DIS vs RIG
-47.2%
+1,082.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.4% | +2.2% |
| 7D | +5.3% | -17.0% | +22.3% | +7.7% |
| 30D | +10.2% | -6.2% | +16.4% | +10.8% |
| 3M | +13.5% | -1.7% | +15.3% | +13.0% |
| 6M | +11.1% | -19.2% | +30.3% | +13.0% |
| YTD | +5.5% | +25.2% | -19.7% | +0.4% |
| 1Y | +9.1% | +29.9% | -20.8% | +3.2% |
| 3Y | +36.0% | -21.3% | +57.3% | +32.5% |
| 5Y | -29.8% | +40.5% | -70.3% | -40.0% |
| 10Y | +36.6% | -49.6% | +86.2% | +5.9% |
| All | +1,034.9% | -47.2% | +1,082.1% | +870.8% |
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