-80.5%
RIG vs A
+543.3%
-623.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.6% | +4.0% |
| 7D | +5.7% | -0.5% | +6.2% | +5.8% |
| 30D | -0.7% | 0.0% | -0.7% | -0.8% |
| 3M | -3.1% | +16.7% | -19.8% | -7.9% |
| 6M | -16.3% | +54.8% | -71.1% | -27.6% |
| YTD | +34.1% | +28.8% | +5.3% | +21.9% |
| 1Y | +38.2% | +19.3% | +18.8% | +28.3% |
| 3Y | -15.3% | +65.5% | -80.8% | -29.1% |
| 5Y | +62.5% | +12.1% | +50.4% | +51.0% |
| 10Y | -46.6% | +305.4% | -352.0% | -64.7% |
| All | -80.5% | +543.3% | -623.8% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling