+498.8%
MAR vs RIG
-46.1%
+544.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -0.9% |
| 7D | +1.6% | +5.7% | -4.1% | +0.9% |
| 30D | +13.8% | -0.7% | +14.5% | +13.5% |
| 3M | +20.3% | -3.1% | +23.4% | +20.0% |
| 6M | +21.3% | -16.3% | +37.6% | +22.8% |
| YTD | +37.2% | +34.1% | +3.1% | +28.7% |
| 1Y | +48.4% | +38.2% | +10.3% | +38.5% |
| 3Y | +120.1% | -15.3% | +135.4% | +111.1% |
| 5Y | +182.1% | +62.5% | +119.6% | +131.7% |
| All | +498.8% | -46.1% | +544.9% | +342.8% |
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