-7.5%
IR vs RIG
+79.6%
-87.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -2.0% |
| 7D | -1.9% | -8.2% | +6.3% | -1.6% |
| 30D | -15.0% | -0.2% | -14.9% | -15.1% |
| 3M | -0.4% | -2.7% | +2.3% | -0.2% |
| 6M | -15.0% | -7.5% | -7.6% | -15.3% |
| YTD | -7.1% | +38.3% | -45.3% | -12.3% |
| 1Y | -7.5% | +81.8% | -89.4% | -14.6% |
| All | -7.5% | +79.6% | -87.1% | -14.6% |
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