-29.7%
RIG vs AA
+82.1%
-111.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.1% |
| 7D | -8.2% | -0.6% | -7.6% | -8.0% |
| 30D | -0.2% | -1.6% | +1.4% | +0.1% |
| 3M | -2.7% | -29.8% | +27.1% | +9.7% |
| 6M | -7.5% | -16.6% | +9.2% | -4.9% |
| YTD | +38.3% | -4.0% | +42.3% | +31.9% |
| 1Y | +81.8% | +63.5% | +18.3% | +34.0% |
| All | -29.7% | +82.1% | -111.8% | -52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling