-42.2%
RIG vs ALL
+365.1%
-407.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.3% |
| 7D | -3.1% | -2.3% | -0.8% | -1.4% |
| 30D | -0.5% | -0.4% | -0.1% | -0.6% |
| 3M | -6.0% | +16.0% | -22.0% | -17.6% |
| 6M | -10.1% | +24.6% | -34.7% | -26.1% |
| YTD | +37.3% | +23.7% | +13.6% | +11.9% |
| 1Y | +73.9% | +27.7% | +46.2% | +36.6% |
| 3Y | -30.2% | +150.2% | -180.4% | -73.1% |
| 5Y | +62.5% | +117.1% | -54.6% | -32.7% |
| All | -42.2% | +365.1% | -407.3% | -87.8% |
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