-81.7%
RIG vs AU
+789.2%
-870.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -8.2% | +0.6% | -8.8% | -8.3% |
| 30D | -0.2% | +12.3% | -12.5% | -2.8% |
| 3M | -2.7% | +29.4% | -32.1% | -8.6% |
| 6M | -7.5% | +3.2% | -10.7% | -10.1% |
| YTD | +38.3% | +31.8% | +6.5% | +26.8% |
| 1Y | +81.8% | +83.4% | -1.6% | +54.6% |
| 3Y | -30.2% | +623.1% | -653.3% | -57.2% |
| 5Y | +59.9% | +700.5% | -640.6% | -5.5% |
| 10Y | -41.9% | +717.6% | -759.5% | -70.6% |
| All | -81.7% | +789.2% | -870.9% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling