+23.9%
IR vs RIG
-16.1%
+40.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.9% |
| 7D | +2.5% | +5.7% | -3.2% | +1.7% |
| 30D | +9.2% | -0.7% | +9.9% | +8.7% |
| 3M | +0.9% | -3.1% | +4.1% | +0.6% |
| 6M | +19.2% | -16.3% | +35.6% | +21.0% |
| YTD | +7.5% | +34.1% | -26.7% | -1.5% |
| 1Y | +11.7% | +38.2% | -26.4% | +1.6% |
| 3Y | +23.9% | -15.3% | +39.2% | +17.2% |
| All | +23.9% | -16.1% | +40.0% | +17.2% |
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