+56.2%
RIG vs AUR
-35.1%
+91.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.9% |
| 7D | -3.1% | +1.4% | -4.5% | -3.3% |
| 30D | -0.5% | -6.4% | +5.9% | 0.0% |
| 3M | -6.0% | +7.7% | -13.7% | -7.6% |
| 6M | -10.1% | +44.5% | -54.6% | -16.0% |
| YTD | +37.3% | +67.4% | -30.2% | +25.5% |
| 1Y | +73.9% | +15.4% | +58.5% | +66.3% |
| 3Y | -30.2% | +94.8% | -125.0% | -43.7% |
| All | +56.2% | -35.1% | +91.2% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 5y: compounded portfolio wealth divided by compounded AUR 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…
5y analysis · Full analysis span regression · 6 months rolling