+59.9%
RIG vs ALL
+115.1%
-55.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -8.2% | -2.2% | -6.0% | -7.5% |
| 30D | -0.2% | -5.6% | +5.4% | +1.6% |
| 3M | -2.7% | +17.2% | -20.0% | -8.8% |
| 6M | -7.5% | +23.2% | -30.7% | -15.0% |
| YTD | +38.3% | +23.6% | +14.7% | +26.0% |
| 1Y | +81.8% | +29.2% | +52.7% | +61.9% |
| 3Y | -30.2% | +153.8% | -184.0% | -58.3% |
| 5Y | +59.9% | +116.1% | -56.1% | +5.9% |
| All | +59.9% | +115.1% | -55.2% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling