+207.2%
ON vs RIG
-87.9%
+295.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +17.0% | +4.3% | +12.7% | +15.7% |
| 30D | -3.9% | -5.8% | +2.0% | -2.8% |
| 3M | -11.5% | -6.7% | -4.8% | -10.6% |
| 6M | -29.2% | -18.7% | -10.5% | -26.4% |
| YTD | +36.2% | +28.8% | +7.3% | +23.9% |
| 1Y | +49.6% | +28.8% | +20.8% | +36.0% |
| 3Y | +9.4% | -20.0% | +29.4% | +6.2% |
| 5Y | +25.8% | +56.0% | -30.2% | -7.6% |
| 10Y | +557.1% | -48.7% | +605.8% | +324.3% |
| All | +207.2% | -87.9% | +295.1% | +165.2% |
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