+284.9%
IR vs RIG
-48.0%
+332.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.4% |
| 7D | +0.6% | -2.7% | +3.3% | +1.0% |
| 30D | -13.6% | +9.5% | -23.1% | -15.1% |
| 3M | +3.7% | -6.6% | +10.3% | +4.2% |
| 6M | -13.1% | -2.9% | -10.2% | -13.9% |
| YTD | -5.1% | +39.5% | -44.6% | -12.1% |
| 1Y | -6.5% | +82.3% | -88.7% | -17.9% |
| 3Y | +8.5% | -29.6% | +38.1% | +7.7% |
| 5Y | +43.3% | +63.2% | -19.9% | +14.8% |
| All | +284.9% | -48.0% | +332.8% | +226.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling