+63.6%
RIG vs ACI
-43.9%
+107.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.6% |
| 7D | -8.2% | -5.0% | -3.2% | -7.6% |
| 30D | -0.2% | -2.3% | +2.1% | +0.1% |
| 3M | -2.7% | -23.2% | +20.5% | +0.2% |
| 6M | -7.5% | -29.5% | +22.0% | -3.5% |
| YTD | +38.3% | -28.6% | +66.9% | +44.0% |
| 1Y | +81.8% | -34.0% | +115.9% | +91.0% |
| 3Y | -30.2% | -45.0% | +14.8% | -25.1% |
| All | +63.6% | -43.9% | +107.5% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling