-3.5%
IR vs RIG
+97.6%
-101.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.4% |
| 7D | -2.8% | +0.9% | -3.7% | -2.9% |
| 30D | -15.1% | +13.8% | -28.9% | -15.6% |
| 3M | +6.1% | -6.4% | +12.5% | +6.7% |
| 6M | -16.8% | -8.2% | -8.6% | -16.8% |
| YTD | -3.5% | +41.6% | -45.2% | -8.9% |
| 1Y | -3.5% | +88.7% | -92.2% | -10.5% |
| All | -3.5% | +97.6% | -101.1% | -10.5% |
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