+26.2%
MAR vs RIG
+97.6%
-71.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +3.0% | 0.0% |
| 7D | -4.2% | +0.9% | -5.0% | -4.1% |
| 30D | -6.7% | +13.8% | -20.5% | -6.2% |
| 3M | -12.5% | -6.4% | -6.1% | -12.4% |
| 6M | +0.6% | -8.2% | +8.7% | +0.4% |
| YTD | +9.1% | +41.6% | -32.5% | +6.5% |
| 1Y | +26.2% | +88.7% | -62.5% | +21.1% |
| All | +26.2% | +97.6% | -71.4% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling