-89.2%
RIG vs BAH
+886.2%
-975.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.4% | -2.4% |
| 7D | +0.9% | -3.2% | +4.1% | +1.8% |
| 30D | +13.8% | +2.0% | +11.8% | +13.0% |
| 3M | -6.4% | -7.6% | +1.2% | -4.7% |
| 6M | -8.2% | -5.7% | -2.5% | -7.6% |
| YTD | +41.6% | -11.7% | +53.4% | +43.7% |
| 1Y | +88.7% | -27.4% | +116.1% | +102.9% |
| 3Y | -30.9% | -32.5% | +1.7% | -27.5% |
| 5Y | +57.7% | -3.3% | +61.0% | +44.2% |
| 10Y | -39.3% | +186.0% | -225.2% | -58.3% |
| All | -89.2% | +886.2% | -975.4% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling