-81.0%
RIG vs BG
+1,192.5%
-1,273.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.6% |
| 7D | -4.2% | +3.7% | -7.9% | -6.1% |
| 30D | -0.7% | +12.3% | -13.0% | -6.9% |
| 3M | -4.0% | -2.2% | -1.8% | -3.1% |
| 6M | -6.3% | +5.3% | -11.7% | -9.5% |
| YTD | +39.7% | +42.4% | -2.7% | +14.9% |
| 1Y | +78.1% | +55.2% | +22.9% | +39.0% |
| 3Y | -29.5% | +21.0% | -50.4% | -37.9% |
| 5Y | +65.3% | +87.1% | -21.8% | +16.8% |
| 10Y | -41.3% | +169.8% | -211.1% | -65.4% |
| All | -81.0% | +1,192.5% | -1,273.4% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling