+13.7%
O vs RIG
+52.4%
-38.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | -0.3% |
| 7D | -0.6% | -2.7% | +2.1% | -0.5% |
| 30D | -2.0% | +9.5% | -11.5% | -2.3% |
| 3M | +3.0% | -6.6% | +9.6% | +3.2% |
| 6M | -3.6% | -2.9% | -0.8% | -3.8% |
| YTD | +12.1% | +39.5% | -27.4% | +10.1% |
| 1Y | +8.9% | +82.3% | -73.4% | +5.8% |
| 3Y | +30.3% | -29.6% | +59.9% | +30.5% |
| 5Y | +13.7% | +63.2% | -49.5% | +7.6% |
| All | +13.7% | +52.4% | -38.7% | +7.6% |
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 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