+55.3%
O vs RIG
-44.3%
+99.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -2.3% | -8.2% | +5.9% | -1.7% |
| 30D | -2.4% | -0.2% | -2.3% | -2.5% |
| 3M | -0.6% | -2.7% | +2.1% | -0.6% |
| 6M | -5.0% | -7.5% | +2.5% | -4.9% |
| YTD | +10.4% | +38.3% | -27.9% | +7.0% |
| 1Y | +6.6% | +81.8% | -75.3% | +0.9% |
| 3Y | +28.4% | -30.2% | +58.6% | +28.1% |
| 5Y | +15.3% | +59.9% | -44.7% | +3.2% |
| 10Y | +55.3% | -41.9% | +97.2% | +14.5% |
| All | +55.3% | -44.3% | +99.6% | +14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling