+40.5%
RIG vs AR
+75.4%
-34.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.8% |
| 7D | -17.0% | -10.5% | -6.5% | -11.2% |
| 30D | -6.2% | +1.3% | -7.5% | -6.6% |
| 3M | -1.7% | +4.8% | -6.5% | -4.1% |
| 6M | -19.2% | +1.2% | -20.4% | -19.8% |
| YTD | +25.2% | +5.5% | +19.7% | +20.2% |
| 1Y | +29.9% | +8.1% | +21.8% | +23.0% |
| 3Y | -21.3% | +38.8% | -60.1% | -38.4% |
| 5Y | +40.5% | +78.8% | -38.4% | -14.3% |
| All | +40.5% | +75.4% | -34.9% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling