+91.9%
MO vs RIG
-31.2%
+123.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | -2.4% | -8.2% | +5.8% | -2.3% |
| 30D | +3.6% | -0.2% | +3.8% | +3.6% |
| 3M | -3.7% | -2.7% | -1.0% | -3.6% |
| 6M | +4.5% | -7.5% | +12.0% | +4.7% |
| YTD | +21.5% | +38.3% | -16.8% | +21.1% |
| 1Y | +9.5% | +81.8% | -72.3% | +8.8% |
| All | +91.9% | -31.2% | +123.1% | +102.6% |
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