-3.2%
RIG vs AS
+137.8%
-140.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.4% |
| 7D | -12.2% | +4.5% | -16.7% | -12.8% |
| 30D | -6.0% | +13.2% | -19.2% | -7.8% |
| 3M | -9.4% | -11.9% | +2.5% | -7.8% |
| 6M | -19.1% | -11.6% | -7.5% | -18.1% |
| YTD | +25.4% | -14.7% | +40.1% | +26.9% |
| 1Y | +23.3% | +5.7% | +17.6% | +18.4% |
| All | -3.2% | +137.8% | -140.9% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling