-86.6%
RIG vs AR
-30.5%
-56.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -3.6% |
| 7D | -12.2% | -5.8% | -6.4% | -9.1% |
| 30D | -6.0% | +4.8% | -10.8% | -8.4% |
| 3M | -9.4% | +1.5% | -11.0% | -10.2% |
| 6M | -19.1% | +4.7% | -23.8% | -21.3% |
| YTD | +25.4% | +9.2% | +16.2% | +18.0% |
| 1Y | +23.3% | +11.2% | +12.2% | +14.8% |
| 3Y | -22.1% | +46.2% | -68.4% | -40.8% |
| 5Y | +50.1% | +98.1% | -47.9% | -10.1% |
| 10Y | -50.7% | +54.5% | -105.2% | -71.7% |
| All | -86.6% | -30.5% | -56.1% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling