+56.2%
RIG vs BB
-26.5%
+82.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.5% | -2.1% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | -0.5% | -12.5% | +12.0% | +1.9% |
| 3M | -6.0% | -17.4% | +11.5% | -4.0% |
| 6M | -10.1% | +119.1% | -129.3% | -27.4% |
| YTD | +37.3% | +102.4% | -65.1% | +12.9% |
| 1Y | +73.9% | +98.2% | -24.3% | +41.8% |
| 3Y | -30.2% | +46.9% | -77.1% | -41.5% |
| All | +56.2% | -26.5% | +82.7% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling