+39.4%
GM vs RIG
+43.0%
-3.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -7.6% | +12.3% | +4.4% |
| 7D | +12.1% | -18.8% | +30.8% | +11.6% |
| 30D | +15.2% | -1.1% | +16.3% | +14.9% |
| 3M | +4.9% | +4.4% | +0.5% | +4.6% |
| 6M | +22.6% | -20.8% | +43.4% | +21.8% |
| YTD | +14.4% | +32.0% | -17.5% | +9.8% |
| 1Y | +39.4% | +39.7% | -0.3% | +32.5% |
| All | +39.4% | +43.0% | -3.6% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling