-18.7%
RIG vs AA
+70.6%
-89.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.7% |
| 7D | +4.3% | +5.3% | -1.0% | +2.2% |
| 30D | -5.8% | -2.3% | -3.6% | -5.5% |
| 3M | -6.7% | -20.8% | +14.2% | +1.2% |
| 6M | -18.7% | -39.8% | +21.2% | -3.9% |
| YTD | +28.8% | -23.3% | +52.1% | +32.4% |
| 1Y | +28.8% | +1.8% | +27.0% | +15.0% |
| All | -18.7% | +70.6% | -89.2% | -46.6% |
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