+27.6%
IR vs RIG
-24.1%
+51.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.4% | +1.0% |
| 7D | +3.7% | -24.5% | +28.2% | +7.5% |
| 30D | +7.4% | -2.8% | +10.2% | +7.3% |
| 3M | -5.9% | +1.6% | -7.5% | -7.1% |
| 6M | +5.6% | -15.9% | +21.5% | +6.8% |
| YTD | +4.8% | +26.9% | -22.0% | -3.1% |
| 1Y | +6.9% | +34.4% | -27.4% | -2.5% |
| 3Y | +27.6% | -21.2% | +48.8% | +21.6% |
| All | +27.6% | -24.1% | +51.6% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling