+73.9%
RIG vs AU
+72.0%
+1.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -1.8% |
| 7D | -3.1% | -4.3% | +1.2% | -2.7% |
| 30D | -0.5% | +7.3% | -7.8% | -1.5% |
| 3M | -6.0% | +26.3% | -32.3% | -8.9% |
| 6M | -10.1% | +1.8% | -11.9% | -11.1% |
| YTD | +37.3% | +26.8% | +10.5% | +28.7% |
| 1Y | +73.9% | +66.7% | +7.2% | +53.8% |
| All | +73.9% | +72.0% | +1.9% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling