+209.9%
ON vs RIG
-86.7%
+296.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.7% |
| 7D | +2.4% | +0.9% | +1.6% | +2.1% |
| 30D | -3.3% | +13.8% | -17.1% | -6.8% |
| 3M | -43.6% | -6.4% | -37.2% | -42.9% |
| 6M | +19.0% | -8.2% | +27.1% | +19.8% |
| YTD | +37.4% | +41.6% | -4.3% | +22.7% |
| 1Y | +54.8% | +88.7% | -33.9% | +27.1% |
| 3Y | -25.2% | -30.9% | +5.7% | -24.5% |
| 5Y | +62.7% | +57.7% | +5.0% | +19.0% |
| 10Y | +574.3% | -39.3% | +613.6% | +312.4% |
| All | +209.9% | -86.7% | +296.7% | +162.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling