+78.1%
RIG vs APA
+111.4%
-33.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.5% |
| 7D | -4.2% | +0.8% | -4.9% | -4.7% |
| 30D | -0.7% | +9.6% | -10.3% | -6.1% |
| 3M | -4.0% | +18.0% | -22.0% | -13.5% |
| 6M | -6.3% | +41.9% | -48.2% | -26.0% |
| YTD | +39.7% | +86.3% | -46.6% | -8.7% |
| 1Y | +78.1% | +97.9% | -19.8% | +11.7% |
| All | +78.1% | +111.4% | -33.3% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling