+54.8%
ON vs RIG
+97.6%
-42.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.5% |
| 7D | +2.4% | +0.9% | +1.6% | +2.2% |
| 30D | -3.3% | +13.8% | -17.1% | -5.9% |
| 3M | -43.6% | -6.4% | -37.2% | -43.1% |
| 6M | +19.0% | -8.2% | +27.1% | +18.7% |
| YTD | +37.4% | +41.6% | -4.3% | +22.6% |
| 1Y | +54.8% | +88.7% | -33.9% | +29.7% |
| All | +54.8% | +97.6% | -42.9% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling