-43.7%
RIG vs APA
+576.1%
-619.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.5% | +2.9% |
| 7D | +5.7% | +8.5% | -2.8% | -0.6% |
| 30D | -0.7% | +2.8% | -3.5% | -2.3% |
| 3M | -3.1% | +21.7% | -24.9% | -16.4% |
| 6M | -16.3% | +32.6% | -48.9% | -32.7% |
| YTD | +34.1% | +103.7% | -69.6% | -24.3% |
| 1Y | +38.2% | +101.8% | -63.6% | -21.6% |
| 3Y | -15.3% | +48.1% | -63.3% | -40.4% |
| 5Y | +62.5% | +91.9% | -29.4% | -6.0% |
| 10Y | -46.6% | +8.4% | -54.9% | -61.7% |
| All | -43.7% | +576.1% | -619.8% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling