+7.1%
LOW vs RIG
+62.5%
-55.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.1% |
| 7D | +1.4% | +5.7% | -4.3% | +1.1% |
| 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% | +5.3% |
| YTD | -3.5% | +34.1% | -37.6% | -6.8% |
| 1Y | +0.5% | +38.2% | -37.6% | -3.2% |
| 3Y | +24.8% | -15.3% | +40.1% | +21.6% |
| All | +7.1% | +62.5% | -55.4% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling