+424.9%
MAR vs RIG
-40.1%
+465.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | -2.1% | -4.2% | +2.1% | -1.5% |
| 30D | -5.7% | -0.7% | -5.0% | -5.7% |
| 3M | -14.6% | -4.0% | -10.6% | -14.5% |
| 6M | +1.3% | -6.3% | +7.7% | +1.1% |
| YTD | +6.7% | +39.7% | -33.0% | +0.2% |
| 1Y | +26.4% | +78.1% | -51.6% | +14.0% |
| 3Y | +64.7% | -29.5% | +94.2% | +62.8% |
| 5Y | +153.1% | +65.3% | +87.7% | +108.0% |
| All | +424.9% | -40.1% | +465.0% | +281.8% |
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