-41.5%
RIG vs BAX
+575.1%
-616.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.2% | -0.5% |
| 7D | -2.7% | -2.4% | -0.3% | -2.1% |
| 30D | +9.5% | -9.7% | +19.2% | +12.5% |
| 3M | -6.6% | +29.3% | -35.9% | -13.9% |
| 6M | -2.9% | +40.7% | -43.5% | -13.1% |
| YTD | +39.5% | +30.3% | +9.2% | +26.5% |
| 1Y | +82.3% | +3.4% | +78.9% | +75.4% |
| 3Y | -29.6% | -32.0% | +2.4% | -25.2% |
| 5Y | +63.2% | -66.9% | +130.0% | +108.2% |
| 10Y | -45.0% | -37.1% | -7.9% | -40.2% |
| All | -41.5% | +575.1% | -616.6% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling