-42.2%
RIG vs AA
+122.9%
-165.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | -3.1% | -3.4% | +0.3% | -1.3% |
| 30D | -0.5% | -5.8% | +5.3% | +2.4% |
| 3M | -6.0% | -29.9% | +23.9% | +14.2% |
| 6M | -10.1% | -27.0% | +16.9% | +1.4% |
| YTD | +37.3% | -8.7% | +46.0% | +32.0% |
| 1Y | +73.9% | +50.6% | +23.3% | +18.5% |
| 3Y | -30.2% | +74.1% | -104.2% | -61.8% |
| 5Y | +62.5% | +2.6% | +59.9% | +8.7% |
| All | -42.2% | +122.9% | -165.1% | -84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling