-41.9%
RIG vs AR
+43.0%
-84.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -8.2% | -1.2% | -7.0% | -7.6% |
| 30D | -0.2% | +5.5% | -5.7% | -3.4% |
| 3M | -2.7% | +12.9% | -15.6% | -9.7% |
| 6M | -7.5% | +0.1% | -7.5% | -8.1% |
| YTD | +38.3% | +13.5% | +24.7% | +27.0% |
| 1Y | +81.8% | +21.6% | +60.3% | +60.2% |
| 3Y | -30.2% | +46.0% | -76.2% | -47.3% |
| 5Y | +59.9% | +143.7% | -83.8% | -15.1% |
| 10Y | -41.9% | +44.3% | -86.2% | -64.9% |
| All | -41.9% | +43.0% | -84.9% | -64.9% |
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 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