-15.8%
F vs RIG
+56.5%
-72.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.0% | -2.9% |
| 7D | -3.9% | +4.3% | -8.2% | -4.5% |
| 30D | -0.5% | -5.8% | +5.4% | -0.1% |
| 3M | -12.9% | -6.7% | -6.2% | -12.7% |
| 6M | +1.5% | -18.7% | +20.2% | +3.3% |
| YTD | -5.0% | +28.8% | -33.8% | -11.2% |
| 1Y | -7.3% | +28.8% | -36.2% | -13.5% |
| 3Y | +45.3% | -20.0% | +65.3% | +40.5% |
| 5Y | -15.8% | +56.0% | -71.8% | -33.1% |
| All | -15.8% | +56.5% | -72.2% | -33.1% |
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