+76.2%
O vs RIG
-46.1%
+122.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.9% | -1.0% |
| 7D | -0.4% | +5.7% | -6.1% | -0.8% |
| 30D | +7.1% | -0.7% | +7.8% | +7.0% |
| 3M | -5.2% | -3.1% | -2.1% | -5.3% |
| 6M | -1.8% | -16.3% | +14.5% | -1.1% |
| YTD | +9.1% | +34.1% | -25.1% | +5.6% |
| 1Y | +9.7% | +38.2% | -28.5% | +5.9% |
| 3Y | +39.1% | -15.3% | +54.4% | +36.4% |
| 5Y | +8.4% | +62.5% | -54.1% | -3.2% |
| All | +76.2% | -46.1% | +122.2% | +36.8% |
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 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