-35.9%
DOW vs RIG
+64.1%
-100.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -6.0% | -8.2% | +2.2% | -4.1% |
| 30D | -2.7% | -0.2% | -2.6% | -2.7% |
| 3M | -10.5% | -2.7% | -7.7% | -10.1% |
| 6M | -12.4% | -7.5% | -5.0% | -11.5% |
| YTD | +30.0% | +38.3% | -8.2% | +19.3% |
| 1Y | +27.8% | +81.8% | -54.0% | +9.7% |
| 3Y | -34.9% | -30.2% | -4.7% | -36.4% |
| 5Y | -35.9% | +59.9% | -95.8% | -49.8% |
| All | -35.9% | +64.1% | -100.0% | -49.8% |
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 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