+22.0%
MAR vs RIG
-17.2%
+39.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | +0.5% |
| 7D | +1.0% | -2.6% | +3.6% | +0.7% |
| 30D | +16.2% | -5.2% | +21.4% | +15.2% |
| 3M | +23.1% | -8.6% | +31.7% | +21.8% |
| 6M | +22.0% | -18.9% | +40.9% | +21.1% |
| All | +22.0% | -17.2% | +39.1% | +21.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling