+227.1%
LOW vs RIG
-40.1%
+267.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | -2.6% | -4.2% | +1.5% | -2.3% |
| 30D | -11.1% | -0.7% | -10.5% | -11.1% |
| 3M | -8.5% | -4.0% | -4.5% | -8.4% |
| 6M | -20.8% | -6.3% | -14.5% | -21.0% |
| YTD | -17.2% | +39.7% | -56.9% | -20.5% |
| 1Y | -24.7% | +78.1% | -102.8% | -29.6% |
| 3Y | -9.7% | -29.5% | +19.7% | -10.3% |
| 5Y | +6.0% | +65.3% | -59.3% | -6.7% |
| All | +227.1% | -40.1% | +267.3% | +163.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling