+59.9%
RIG vs BN
+33.2%
+26.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | +0.3% |
| 7D | -8.2% | -3.0% | -5.2% | -6.5% |
| 30D | -0.2% | -13.0% | +12.8% | +8.3% |
| 3M | -2.7% | -15.2% | +12.5% | +6.9% |
| 6M | -7.5% | -5.9% | -1.5% | -6.9% |
| YTD | +38.3% | -15.8% | +54.0% | +48.9% |
| 1Y | +81.8% | -12.2% | +94.0% | +89.3% |
| 3Y | -30.2% | +72.2% | -102.4% | -55.1% |
| 5Y | +59.9% | +33.2% | +26.7% | +22.3% |
| All | +59.9% | +33.2% | +26.8% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 5y: compounded portfolio wealth divided by compounded BN 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…
5y analysis · Full analysis span regression · 6 months rolling