-79.4%
RIG vs A
+457.0%
-536.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.0% |
| 7D | +0.9% | -1.9% | +2.8% | +1.4% |
| 30D | +13.8% | +6.9% | +6.9% | +11.5% |
| 3M | -6.4% | +9.2% | -15.6% | -9.3% |
| 6M | -8.2% | +25.7% | -33.8% | -15.7% |
| YTD | +41.6% | +11.5% | +30.1% | +34.8% |
| 1Y | +88.7% | +18.4% | +70.3% | +76.0% |
| 3Y | -30.9% | +26.6% | -57.5% | -37.2% |
| 5Y | +57.7% | -12.8% | +70.5% | +58.0% |
| 10Y | -39.3% | +247.2% | -286.4% | -57.8% |
| All | -79.4% | +457.0% | -536.5% | -90.9% |
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