-10.8%
DOW vs RIG
-37.0%
+26.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -2.4% |
| 7D | -2.4% | +0.9% | -3.2% | -2.6% |
| 30D | +0.4% | +13.8% | -13.4% | -2.3% |
| 3M | -14.4% | -6.4% | -8.0% | -13.3% |
| 6M | -7.0% | -8.2% | +1.2% | -5.9% |
| YTD | +30.2% | +41.6% | -11.4% | +20.0% |
| 1Y | +29.2% | +88.7% | -59.5% | +11.8% |
| 3Y | -36.7% | -30.9% | -5.9% | -36.2% |
| 5Y | -37.7% | +57.7% | -95.4% | -50.4% |
| All | -10.8% | -37.0% | +26.1% | -34.5% |
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 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