+12,915.9%
LOW vs RIG
-40.2%
+12,956.1%
-60.6%
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% | +1.6% |
| 7D | -1.7% | +0.9% | -2.6% | -1.9% |
| 30D | -7.0% | +13.8% | -20.9% | -8.5% |
| 3M | -0.9% | -6.4% | +5.5% | -0.6% |
| 6M | -20.1% | -8.2% | -11.9% | -20.1% |
| YTD | -13.9% | +41.6% | -55.6% | -18.4% |
| 1Y | -21.1% | +88.7% | -109.8% | -28.1% |
| 3Y | -6.6% | -30.9% | +24.2% | -7.1% |
| 5Y | +9.4% | +57.7% | -48.3% | -6.8% |
| 10Y | +220.5% | -39.3% | +259.7% | +146.7% |
| All | +12,915.9% | -40.2% | +12,956.1% | +9,877.4% |
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