+1,112.1%
PSX vs RIG
-85.9%
+1,198.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.8% |
| 7D | +4.5% | +0.9% | +3.7% | +4.3% |
| 30D | +26.6% | +13.8% | +12.8% | +22.7% |
| 3M | +39.3% | -6.4% | +45.7% | +41.0% |
| 6M | +56.8% | -8.2% | +65.0% | +58.5% |
| YTD | +101.8% | +41.6% | +60.2% | +83.4% |
| 1Y | +99.6% | +88.7% | +10.9% | +68.1% |
| 3Y | +140.3% | -30.9% | +171.2% | +143.6% |
| 5Y | +339.3% | +57.7% | +281.6% | +243.9% |
| 10Y | +369.9% | -39.3% | +409.1% | +229.5% |
| All | +1,112.1% | -85.9% | +1,198.0% | +991.5% |
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