-42.0%
RIG vs BBWI
+615.1%
-657.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.4% | +0.8% |
| 7D | -8.2% | -4.4% | -3.8% | -7.2% |
| 30D | -0.2% | -7.4% | +7.2% | +1.2% |
| 3M | -2.7% | -2.2% | -0.5% | -4.0% |
| 6M | -7.5% | -16.3% | +8.9% | -6.9% |
| YTD | +38.3% | -9.1% | +47.4% | +35.5% |
| 1Y | +81.8% | -34.5% | +116.4% | +92.4% |
| 3Y | -30.2% | -47.0% | +16.8% | -24.8% |
| 5Y | +59.9% | -68.8% | +128.8% | +89.0% |
| 10Y | -41.9% | -57.4% | +15.4% | -47.4% |
| All | -42.0% | +615.1% | -657.1% | -75.2% |
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