-50.0%
RIG vs ACWI
+225.4%
-275.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +1.2% |
| 7D | +4.3% | +2.7% | +1.6% | -0.6% |
| 30D | -5.8% | -2.6% | -3.3% | -2.1% |
| 3M | -6.7% | -3.2% | -3.5% | -2.4% |
| 6M | -18.7% | +1.9% | -20.5% | -23.4% |
| YTD | +28.8% | +11.3% | +17.5% | +1.8% |
| 1Y | +28.8% | +11.7% | +17.1% | +1.3% |
| 3Y | -20.0% | +74.4% | -94.4% | -71.9% |
| 5Y | +56.0% | +59.5% | -3.5% | -34.0% |
| All | -50.0% | +225.4% | -275.3% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling