-92.6%
RIG vs BR
+1,281.7%
-1,374.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -8.2% | -5.0% | -3.2% | -5.4% |
| 30D | -0.2% | -2.5% | +2.3% | +1.0% |
| 3M | -2.7% | +13.5% | -16.2% | -11.0% |
| 6M | -7.5% | -9.4% | +2.0% | -3.8% |
| YTD | +38.3% | -23.3% | +61.5% | +56.5% |
| 1Y | +81.8% | -31.6% | +113.4% | +120.1% |
| 3Y | -30.2% | -5.1% | -25.1% | -32.3% |
| 5Y | +59.9% | +8.2% | +51.8% | +39.0% |
| 10Y | -41.9% | +189.8% | -231.8% | -72.0% |
| All | -92.6% | +1,281.7% | -1,374.3% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling