-75.6%
RIG vs BB
+258.8%
-334.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +0.9% | -5.6% | +6.5% | +1.8% |
| 30D | +13.8% | -11.8% | +25.6% | +16.1% |
| 3M | -6.4% | -25.5% | +19.1% | -2.7% |
| 6M | -8.2% | +121.3% | -129.4% | -22.5% |
| YTD | +41.6% | +103.2% | -61.5% | +21.3% |
| 1Y | +88.7% | +102.6% | -13.9% | +60.3% |
| 3Y | -30.9% | +37.5% | -68.4% | -40.3% |
| 5Y | +57.7% | -30.4% | +88.1% | +49.7% |
| 10Y | -39.3% | 0.0% | -39.3% | -48.6% |
| All | -75.6% | +258.8% | -334.4% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling