-84.9%
RIG vs AR
-27.2%
-57.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.4% |
| 7D | +0.9% | +2.5% | -1.6% | -0.6% |
| 30D | +13.8% | +14.8% | -1.0% | +5.0% |
| 3M | -6.4% | +6.2% | -12.6% | -10.0% |
| 6M | -8.2% | +4.3% | -12.5% | -11.1% |
| YTD | +41.6% | +14.4% | +27.3% | +29.6% |
| 1Y | +88.7% | +21.3% | +67.4% | +66.3% |
| 3Y | -30.9% | +39.8% | -70.7% | -46.5% |
| 5Y | +57.7% | +142.1% | -84.4% | -16.2% |
| 10Y | -39.3% | +52.0% | -91.3% | -64.9% |
| All | -84.9% | -27.2% | -57.7% | -87.7% |
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