+88.7%
RIG vs AA
+63.2%
+25.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.4% |
| 7D | +0.9% | -0.7% | +1.6% | +1.0% |
| 30D | +13.8% | +5.0% | +8.8% | +12.7% |
| 3M | -6.4% | -35.8% | +29.4% | +0.8% |
| 6M | -8.2% | -18.4% | +10.2% | -6.4% |
| YTD | +41.6% | -5.5% | +47.1% | +36.3% |
| 1Y | +88.7% | +61.0% | +27.7% | +58.8% |
| All | +88.7% | +63.2% | +25.5% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling