+81.8%
RIG vs AR
+21.2%
+60.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -8.2% | -1.2% | -7.0% | -7.5% |
| 30D | -0.2% | +5.5% | -5.7% | -3.6% |
| 3M | -2.7% | +12.9% | -15.6% | -10.4% |
| 6M | -7.5% | +0.1% | -7.5% | -8.4% |
| YTD | +38.3% | +13.5% | +24.7% | +25.5% |
| 1Y | +81.8% | +21.6% | +60.3% | +61.1% |
| All | +81.8% | +21.2% | +60.7% | +61.1% |
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