-42.2%
RIG vs A
+256.4%
-298.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -3.1% |
| 7D | -3.1% | -2.6% | -0.5% | -1.8% |
| 30D | -0.5% | -0.9% | +0.4% | -0.3% |
| 3M | -6.0% | +13.6% | -19.6% | -12.9% |
| 6M | -10.1% | +27.8% | -38.0% | -24.2% |
| YTD | +37.3% | +8.6% | +28.7% | +27.2% |
| 1Y | +73.9% | +16.9% | +57.1% | +53.4% |
| 3Y | -30.2% | +32.9% | -63.1% | -45.1% |
| 5Y | +62.5% | -14.1% | +76.6% | +63.8% |
| All | -42.2% | +256.4% | -298.6% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling