+38.2%
RIG vs AR
+11.3%
+26.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.1% | +4.1% |
| 7D | +5.7% | +7.4% | -1.6% | +0.8% |
| 30D | -0.7% | +5.8% | -6.5% | -3.6% |
| 3M | -3.1% | +5.2% | -8.4% | -5.7% |
| 6M | -16.3% | +5.4% | -21.8% | -18.7% |
| YTD | +34.1% | +12.4% | +21.7% | +23.3% |
| 1Y | +38.2% | +12.8% | +25.3% | +26.6% |
| All | +38.2% | +11.3% | +26.8% | +26.6% |
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 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