+123.3%
MAR vs RIG
-19.5%
+142.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | +0.1% |
| 7D | +1.0% | -2.6% | +3.6% | +1.2% |
| 30D | +16.2% | -5.2% | +21.4% | +16.3% |
| 3M | +23.1% | -8.6% | +31.7% | +23.3% |
| 6M | +22.0% | -18.9% | +40.9% | +23.2% |
| YTD | +39.2% | +28.6% | +10.6% | +31.8% |
| 1Y | +48.3% | +25.5% | +22.7% | +40.7% |
| All | +123.3% | -19.5% | +142.8% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling