+39.7%
RIG vs AR
+14.7%
+25.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -6.3% | -1.4% | -3.5% |
| 7D | -18.8% | -11.1% | -7.7% | -12.0% |
| 30D | -1.1% | +7.9% | -9.0% | -5.1% |
| 3M | +4.4% | +4.9% | -0.5% | +1.9% |
| 6M | -20.8% | -5.3% | -15.5% | -17.9% |
| YTD | +32.0% | +8.6% | +23.3% | +24.1% |
| 1Y | +39.7% | +13.7% | +26.1% | +26.9% |
| All | +39.7% | +14.7% | +25.0% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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