+47.6%
ON vs RIG
+43.0%
+4.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.6% | +5.8% | -0.6% |
| 7D | -5.8% | -18.8% | +13.0% | -2.7% |
| 30D | -17.1% | -1.1% | -16.0% | -17.6% |
| 3M | -11.8% | +4.4% | -16.2% | -13.3% |
| 6M | -30.2% | -20.8% | -9.4% | -28.6% |
| YTD | +31.6% | +32.0% | -0.4% | +13.4% |
| 1Y | +47.6% | +39.7% | +7.8% | +24.1% |
| All | +47.6% | +43.0% | +4.5% | +24.1% |
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