+39.7%
RIG vs ACI
-18.4%
+58.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.5% | -11.2% | -7.9% |
| 7D | -18.8% | +4.5% | -23.3% | -19.1% |
| 30D | -1.1% | +20.9% | -21.9% | -3.4% |
| 3M | +4.4% | +15.2% | -10.8% | +2.6% |
| 6M | -20.8% | -13.3% | -7.5% | -16.4% |
| YTD | +32.0% | -16.2% | +48.2% | +42.0% |
| 1Y | +39.7% | -16.9% | +56.6% | +50.6% |
| All | +39.7% | -18.4% | +58.2% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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