-15.3%
RIG vs BAX
-18.0%
+2.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.9% | +4.1% |
| 7D | +5.7% | +0.1% | +5.6% | +5.7% |
| 30D | -0.7% | +4.1% | -4.8% | -1.9% |
| 3M | -3.1% | -4.5% | +1.4% | -2.5% |
| 6M | -16.3% | +49.2% | -65.6% | -25.8% |
| YTD | +34.1% | +35.2% | -1.1% | +20.0% |
| 1Y | +38.2% | +38.3% | -0.1% | +22.5% |
| 3Y | -15.3% | -19.0% | +3.8% | -10.1% |
| All | -15.3% | -18.0% | +2.7% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling