-43.7%
RIG vs BN
+31,260.9%
-31,304.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.7% | +5.1% |
| 7D | +5.7% | -1.0% | +6.7% | +6.1% |
| 30D | -0.7% | +14.0% | -14.7% | -9.1% |
| 3M | -3.1% | -9.0% | +5.9% | +0.6% |
| 6M | -16.3% | -8.8% | -7.5% | -13.9% |
| YTD | +34.1% | -10.3% | +44.4% | +37.0% |
| 1Y | +38.2% | -5.8% | +44.0% | +37.0% |
| 3Y | -15.3% | +94.8% | -110.1% | -45.7% |
| 5Y | +62.5% | +31.5% | +31.0% | +29.4% |
| 10Y | -46.6% | +291.9% | -338.5% | -74.0% |
| All | -43.7% | +31,260.9% | -31,304.6% | -90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling