-27.4%
ON vs RIG
-28.9%
+1.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.0% |
| 7D | -2.2% | -2.7% | +0.5% | -1.5% |
| 30D | -12.4% | +9.5% | -21.9% | -14.9% |
| 3M | -41.2% | -6.6% | -34.6% | -40.4% |
| 6M | +25.0% | -2.9% | +27.9% | +23.6% |
| YTD | +31.3% | +39.5% | -8.2% | +15.5% |
| 1Y | +45.4% | +82.3% | -36.9% | +16.8% |
| 3Y | -27.4% | -29.6% | +2.2% | -36.8% |
| All | -27.4% | -28.9% | +1.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling