-42.0%
RIG vs BEN
+1,666.1%
-1,708.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.1% |
| 7D | -8.2% | +3.4% | -11.6% | -9.8% |
| 30D | -0.2% | +1.8% | -2.0% | -1.3% |
| 3M | -2.7% | +8.4% | -11.1% | -7.2% |
| 6M | -7.5% | +35.6% | -43.1% | -21.5% |
| YTD | +38.3% | +46.4% | -8.1% | +12.5% |
| 1Y | +81.8% | +46.3% | +35.5% | +47.7% |
| 3Y | -30.2% | +54.6% | -84.8% | -45.8% |
| 5Y | +59.9% | +39.4% | +20.6% | +28.8% |
| 10Y | -41.9% | +57.6% | -99.5% | -53.1% |
| All | -42.0% | +1,666.1% | -1,708.0% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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