-30.2%
RIG vs BG
+18.0%
-48.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -0.7% |
| 7D | -3.1% | +3.1% | -6.2% | -5.0% |
| 30D | -0.5% | +10.2% | -10.8% | -6.3% |
| 3M | -6.0% | -1.7% | -4.3% | -5.4% |
| 6M | -10.1% | +1.0% | -11.1% | -11.5% |
| YTD | +37.3% | +39.9% | -2.6% | +12.4% |
| 1Y | +73.9% | +53.2% | +20.7% | +34.1% |
| 3Y | -30.2% | +16.3% | -46.4% | -36.3% |
| All | -30.2% | +18.0% | -48.1% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling