+291.3%
IR vs RIG
-47.2%
+338.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.7% |
| 7D | -2.8% | +0.9% | -3.7% | -3.0% |
| 30D | -15.1% | +13.8% | -28.9% | -17.1% |
| 3M | +6.1% | -6.4% | +12.5% | +6.5% |
| 6M | -16.8% | -8.2% | -8.6% | -16.8% |
| YTD | -3.5% | +41.6% | -45.2% | -10.8% |
| 1Y | -3.5% | +88.7% | -92.2% | -15.8% |
| 3Y | +9.5% | -30.9% | +40.3% | +9.0% |
| 5Y | +45.1% | +57.7% | -12.6% | +16.9% |
| All | +291.3% | -47.2% | +338.4% | +231.3% |
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