+26.4%
MAR vs RIG
+83.2%
-56.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | -2.1% | -4.2% | +2.1% | -2.2% |
| 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% | +4.2% |
| 1Y | +26.4% | +78.1% | -51.6% | +22.0% |
| All | +26.4% | +83.2% | -56.7% | +22.0% |
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