-42.4%
RIG vs BNY
+4,760.5%
-4,802.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.8% |
| 7D | -3.1% | -1.3% | -1.8% | -2.5% |
| 30D | -0.5% | -0.2% | -0.4% | -0.6% |
| 3M | -6.0% | +14.9% | -20.9% | -12.0% |
| 6M | -10.1% | +40.0% | -50.1% | -23.3% |
| YTD | +37.3% | +42.0% | -4.7% | +16.1% |
| 1Y | +73.9% | +56.9% | +17.1% | +40.4% |
| 3Y | -30.2% | +289.9% | -320.0% | -62.1% |
| 5Y | +62.5% | +259.2% | -196.7% | -7.5% |
| 10Y | -42.3% | +413.3% | -455.6% | -69.6% |
| All | -42.4% | +4,760.5% | -4,802.9% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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