-47.9%
RIG vs ALL
+377.9%
-425.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.8% | +3.9% |
| 7D | +5.7% | +5.0% | +0.7% | +2.0% |
| 30D | -0.7% | +13.3% | -14.0% | -10.1% |
| 3M | -3.1% | +3.2% | -6.3% | -6.7% |
| 6M | -16.3% | +25.3% | -41.7% | -31.7% |
| YTD | +34.1% | +30.5% | +3.7% | +4.1% |
| 1Y | +38.2% | +29.2% | +9.0% | +7.7% |
| 3Y | -15.3% | +119.1% | -134.4% | -62.3% |
| 5Y | +62.5% | +162.6% | -100.2% | -45.1% |
| All | -47.9% | +377.9% | -425.8% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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