-34.9%
DOW vs RIG
-31.2%
-3.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -6.0% | -8.2% | +2.2% | -3.5% |
| 30D | -2.7% | -0.2% | -2.6% | -2.7% |
| 3M | -10.5% | -2.7% | -7.7% | -10.0% |
| 6M | -12.4% | -7.5% | -5.0% | -11.3% |
| YTD | +30.0% | +38.3% | -8.2% | +15.7% |
| 1Y | +27.8% | +81.8% | -54.0% | +4.0% |
| All | -34.9% | -31.2% | -3.7% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling