+26.5%
ON vs RIG
+53.0%
-26.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.5% | +3.3% | +5.2% |
| 7D | +3.3% | -2.6% | +5.9% | +4.1% |
| 30D | -3.1% | -5.2% | +2.0% | -2.3% |
| 3M | -9.2% | -8.6% | -0.6% | -7.9% |
| 6M | -31.4% | -18.9% | -12.4% | -28.8% |
| YTD | +36.0% | +28.6% | +7.4% | +24.3% |
| 1Y | +52.0% | +25.5% | +26.5% | +39.6% |
| 3Y | +9.3% | -20.2% | +29.4% | +3.0% |
| 5Y | +26.5% | +53.9% | -27.4% | -3.3% |
| All | +26.5% | +53.0% | -26.5% | -3.3% |
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