-42.2%
RIG vs BR
+189.7%
-231.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -3.1% | -3.0% | -0.1% | -1.3% |
| 30D | -0.5% | -0.3% | -0.2% | -0.6% |
| 3M | -6.0% | +17.3% | -23.3% | -15.7% |
| 6M | -10.1% | -6.7% | -3.4% | -7.9% |
| YTD | +37.3% | -23.4% | +60.7% | +57.6% |
| 1Y | +73.9% | -32.7% | +106.6% | +117.2% |
| 3Y | -30.2% | -5.9% | -24.3% | -32.8% |
| 5Y | +62.5% | +8.4% | +54.0% | +36.1% |
| All | -42.2% | +189.7% | -231.9% | -66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling