+325.3%
IR vs RIG
-52.7%
+377.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.4% | +0.9% |
| 7D | +3.7% | -24.5% | +28.2% | +8.3% |
| 30D | +7.4% | -2.8% | +10.2% | +7.5% |
| 3M | -5.9% | +1.6% | -7.5% | -6.9% |
| 6M | +5.6% | -15.9% | +21.5% | +7.0% |
| YTD | +4.8% | +26.9% | -22.0% | -1.9% |
| 1Y | +6.9% | +34.4% | -27.4% | -1.1% |
| 3Y | +27.6% | -21.2% | +48.8% | +23.6% |
| 5Y | +45.8% | +46.4% | -0.6% | +18.9% |
| All | +325.3% | -52.7% | +377.9% | +264.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling