+293.0%
LOW vs RIG
-46.1%
+339.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.2% |
| 7D | +1.4% | +5.7% | -4.3% | +0.9% |
| 30D | +21.7% | -0.7% | +22.4% | +21.4% |
| 3M | +5.0% | -3.1% | +8.2% | +4.8% |
| 6M | +4.6% | -16.3% | +20.9% | +5.4% |
| YTD | -3.5% | +34.1% | -37.6% | -7.4% |
| 1Y | +0.5% | +38.2% | -37.6% | -3.9% |
| 3Y | +24.8% | -15.3% | +40.1% | +21.6% |
| 5Y | +6.5% | +62.5% | -56.0% | -6.4% |
| All | +293.0% | -46.1% | +339.0% | +219.9% |
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