+11.3%
IR vs RIG
+28.2%
-17.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +1.5% | -12.2% | +13.7% | +1.6% |
| 30D | +9.0% | -6.0% | +15.0% | +8.6% |
| 3M | -0.9% | -9.4% | +8.6% | -1.3% |
| 6M | +13.4% | -19.1% | +32.5% | +13.7% |
| YTD | +8.5% | +25.4% | -17.0% | -0.8% |
| 1Y | +11.3% | +23.3% | -12.1% | +1.5% |
| All | +11.3% | +28.2% | -17.0% | +1.5% |
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