-41.2%
RIG vs APA
-2.8%
-38.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.6% |
| 7D | -4.2% | +0.8% | -4.9% | -4.9% |
| 30D | -0.7% | +9.6% | -10.3% | -7.8% |
| 3M | -4.0% | +18.0% | -22.0% | -16.5% |
| 6M | -6.3% | +41.9% | -48.2% | -30.8% |
| YTD | +39.7% | +86.3% | -46.6% | -17.7% |
| 1Y | +78.1% | +97.9% | -19.8% | -0.8% |
| 3Y | -29.5% | +12.8% | -42.2% | -40.2% |
| 5Y | +65.3% | +177.2% | -111.9% | -31.1% |
| All | -41.2% | -2.8% | -38.4% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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