-42.2%
RIG vs BBY
+252.7%
-294.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.8% | -3.1% |
| 7D | -3.1% | +0.6% | -3.7% | -3.4% |
| 30D | -0.5% | +9.4% | -9.9% | -5.1% |
| 3M | -6.0% | +19.3% | -25.3% | -14.5% |
| 6M | -10.1% | +47.9% | -58.1% | -27.6% |
| YTD | +37.3% | +39.6% | -2.3% | +12.8% |
| 1Y | +73.9% | +22.2% | +51.7% | +51.8% |
| 3Y | -30.2% | +45.0% | -75.1% | -46.7% |
| 5Y | +62.5% | +2.6% | +59.9% | +39.0% |
| All | -42.2% | +252.7% | -294.9% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling