-3.1%
RIG vs BAX
-4.4%
+1.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.9% | +4.2% |
| 7D | +5.7% | +0.1% | +5.6% | +5.8% |
| 30D | -0.7% | +4.1% | -4.8% | +3.2% |
| 3M | -3.1% | -4.5% | +1.4% | -2.3% |
| All | -3.1% | -4.4% | +1.3% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 3mo: compounded portfolio wealth divided by compounded BAX 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…
3mo analysis · Full analysis span regression · Available span rolling