-43.7%
RIG vs BBWI
+763.7%
-807.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.7% | +3.8% |
| 7D | +5.7% | +0.1% | +5.6% | +5.7% |
| 30D | -0.7% | +12.9% | -13.6% | -4.3% |
| 3M | -3.1% | +16.0% | -19.1% | -8.2% |
| 6M | -16.3% | +16.6% | -32.9% | -22.4% |
| YTD | +34.1% | +9.7% | +24.4% | +24.0% |
| 1Y | +38.2% | +1.5% | +36.7% | +28.9% |
| 3Y | -15.3% | -21.4% | +6.1% | -18.3% |
| 5Y | +62.5% | -67.6% | +130.0% | +88.7% |
| 10Y | -46.6% | -46.8% | +0.2% | -54.6% |
| All | -43.7% | +763.7% | -807.4% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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