-28.9%
RIG vs BB
+62.2%
-91.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.4% |
| 7D | -4.2% | -2.1% | -2.1% | -3.9% |
| 30D | -0.7% | -16.0% | +15.3% | +1.4% |
| 3M | -4.0% | -14.5% | +10.5% | -3.4% |
| 6M | -6.3% | +118.6% | -124.9% | -18.7% |
| YTD | +39.7% | +98.9% | -59.2% | +22.9% |
| 1Y | +78.1% | +99.5% | -21.4% | +55.0% |
| All | -28.9% | +62.2% | -91.1% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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