+185.4%
MAR vs RIG
+53.0%
+132.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | 0.0% |
| 7D | +1.0% | -2.6% | +3.6% | +1.3% |
| 30D | +16.2% | -5.2% | +21.4% | +16.4% |
| 3M | +23.1% | -8.6% | +31.7% | +23.5% |
| 6M | +22.0% | -18.9% | +40.9% | +23.5% |
| YTD | +39.2% | +28.6% | +10.6% | +32.0% |
| 1Y | +48.3% | +25.5% | +22.7% | +40.8% |
| 3Y | +123.4% | -20.2% | +143.5% | +115.1% |
| 5Y | +185.4% | +53.9% | +131.5% | +147.0% |
| All | +185.4% | +53.0% | +132.4% | +147.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling