+0.1%
DOW vs RIG
-40.3%
+40.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.5% | -1.2% |
| 7D | +5.2% | +5.7% | -0.5% | +4.0% |
| 30D | +13.2% | -0.7% | +13.9% | +13.1% |
| 3M | +10.1% | -3.1% | +13.2% | +10.4% |
| 6M | -13.1% | -16.3% | +3.2% | -10.5% |
| YTD | +46.1% | +34.1% | +12.0% | +35.7% |
| 1Y | +50.0% | +38.2% | +11.9% | +38.2% |
| 3Y | -20.2% | -15.3% | -4.9% | -22.7% |
| 5Y | -27.7% | +62.5% | -90.1% | -42.7% |
| All | +0.1% | -40.3% | +40.4% | -26.0% |
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