-95.2%
RIG vs ACWI
+341.2%
-436.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -5.1% |
| 7D | -17.0% | +0.3% | -17.3% | -17.7% |
| 30D | -6.2% | -2.8% | -3.3% | -2.8% |
| 3M | -1.7% | -3.2% | +1.4% | +1.9% |
| 6M | -19.2% | +1.3% | -20.5% | -22.2% |
| YTD | +25.2% | +11.2% | +14.0% | +4.3% |
| 1Y | +29.9% | +13.8% | +16.1% | +4.9% |
| 3Y | -21.3% | +76.2% | -97.5% | -65.3% |
| 5Y | +40.5% | +59.5% | -19.0% | -26.8% |
| 10Y | -49.6% | +222.2% | -271.8% | -87.5% |
| All | -95.2% | +341.2% | -436.3% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling