+51.8%
RIG vs AUR
-36.7%
+88.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.4% |
| 7D | -4.2% | +0.2% | -4.3% | -4.2% |
| 30D | -0.7% | -8.9% | +8.2% | +0.2% |
| 3M | -4.0% | +4.6% | -8.6% | -5.3% |
| 6M | -6.3% | +44.9% | -51.2% | -12.4% |
| YTD | +39.7% | +64.8% | -25.1% | +28.1% |
| 1Y | +78.1% | +16.4% | +61.7% | +70.2% |
| 3Y | -29.5% | +85.1% | -114.5% | -42.6% |
| 5Y | +65.3% | -36.1% | +101.5% | +29.0% |
| All | +51.8% | -36.7% | +88.5% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling