-29.7%
RIG vs BAX
-33.8%
+4.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.5% |
| 7D | -8.2% | -5.1% | -3.1% | -7.1% |
| 30D | -0.2% | -12.2% | +12.0% | +2.7% |
| 3M | -2.7% | +21.8% | -24.5% | -8.1% |
| 6M | -7.5% | +36.3% | -43.8% | -15.8% |
| YTD | +38.3% | +27.8% | +10.4% | +26.5% |
| 1Y | +81.8% | -0.1% | +81.9% | +79.0% |
| All | -29.7% | -33.8% | +4.1% | -29.4% |
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