+88.7%
RIG vs BR
-29.1%
+117.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.5% | -3.2% |
| 7D | +0.9% | -5.3% | +6.1% | +0.3% |
| 30D | +13.8% | +6.4% | +7.4% | +14.8% |
| 3M | -6.4% | +13.6% | -20.0% | -3.8% |
| 6M | -8.2% | -6.7% | -1.5% | -11.8% |
| YTD | +41.6% | -21.1% | +62.7% | +30.9% |
| 1Y | +88.7% | -29.6% | +118.3% | +61.7% |
| All | +88.7% | -29.1% | +117.8% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling