+228.7%
RIG vs ACI
+25.9%
+202.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | +0.9% | +0.2% | +0.7% | +0.8% |
| 30D | +13.8% | +5.9% | +7.9% | +11.9% |
| 3M | -6.4% | -19.8% | +13.4% | -1.6% |
| 6M | -8.2% | -24.7% | +16.6% | -1.8% |
| YTD | +41.6% | -24.4% | +66.0% | +51.3% |
| 1Y | +88.7% | -31.5% | +120.2% | +106.9% |
| 3Y | -30.9% | -38.7% | +7.8% | -22.3% |
| 5Y | +57.7% | -42.8% | +100.5% | +72.0% |
| All | +228.7% | +25.9% | +202.8% | +112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling