-47.9%
RIG vs AR
+57.4%
-105.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.1% | +4.1% |
| 7D | +5.7% | +7.4% | -1.6% | +1.4% |
| 30D | -0.7% | +5.8% | -6.5% | -3.6% |
| 3M | -3.1% | +5.2% | -8.4% | -5.9% |
| 6M | -16.3% | +5.4% | -21.8% | -18.9% |
| YTD | +34.1% | +12.4% | +21.7% | +24.2% |
| 1Y | +38.2% | +12.8% | +25.3% | +27.6% |
| 3Y | -15.3% | +47.2% | -62.5% | -35.8% |
| 5Y | +62.5% | +101.1% | -38.7% | -3.5% |
| All | -47.9% | +57.4% | -105.2% | -68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling