+63.2%
RIG vs AR
+140.6%
-77.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.0% |
| 7D | -2.7% | -1.8% | -0.9% | -1.6% |
| 30D | +9.5% | +12.6% | -3.1% | +2.0% |
| 3M | -6.6% | +10.0% | -16.7% | -12.2% |
| 6M | -2.9% | +0.6% | -3.5% | -4.0% |
| YTD | +39.5% | +13.4% | +26.1% | +27.8% |
| 1Y | +82.3% | +21.7% | +60.6% | +59.7% |
| 3Y | -29.6% | +45.8% | -75.4% | -47.4% |
| 5Y | +63.2% | +144.3% | -81.1% | -24.6% |
| All | +63.2% | +140.6% | -77.5% | -24.6% |
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 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