+48.4%
MAR vs RIG
+34.1%
+14.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | 0.0% |
| 7D | +1.6% | +5.7% | -4.1% | +2.1% |
| 30D | +13.8% | -0.7% | +14.5% | +13.6% |
| 3M | +20.3% | -3.1% | +23.4% | +20.1% |
| 6M | +21.3% | -16.3% | +37.6% | +20.6% |
| YTD | +37.2% | +34.1% | +3.1% | +33.4% |
| 1Y | +48.4% | +38.2% | +10.3% | +43.8% |
| All | +48.4% | +34.1% | +14.3% | +43.8% |
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 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