-47.9%
RIG vs BAH
+198.8%
-246.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.4% | +4.2% |
| 7D | +5.7% | +1.7% | +4.0% | +5.1% |
| 30D | -0.7% | +20.8% | -21.5% | -7.0% |
| 3M | -3.1% | +11.6% | -14.7% | -7.1% |
| 6M | -16.3% | +23.1% | -39.4% | -22.9% |
| YTD | +34.1% | +5.3% | +28.9% | +28.0% |
| 1Y | +38.2% | +6.1% | +32.0% | +31.2% |
| 3Y | -15.3% | -27.5% | +12.2% | -13.3% |
| 5Y | +62.5% | +6.2% | +56.3% | +35.8% |
| All | -47.9% | +198.8% | -246.6% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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