+211.2%
RIG vs ACI
+32.8%
+178.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +4.3% |
| 7D | +5.7% | +2.3% | +3.5% | +5.1% |
| 30D | -0.7% | +1.2% | -2.0% | -1.4% |
| 3M | -3.1% | +6.8% | -9.9% | -5.5% |
| 6M | -16.3% | -18.7% | +2.4% | -12.6% |
| YTD | +34.1% | -20.2% | +54.4% | +40.5% |
| 1Y | +38.2% | -23.7% | +61.9% | +46.7% |
| 3Y | -15.3% | -31.6% | +16.4% | -8.3% |
| 5Y | +62.5% | -42.8% | +105.2% | +80.5% |
| All | +211.2% | +32.8% | +178.4% | +97.5% |
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