-87.9%
RIG vs BRKR
+172.5%
-260.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -3.1% | -8.7% | +5.6% | -1.6% |
| 30D | -0.5% | -9.9% | +9.3% | +1.2% |
| 3M | -6.0% | -3.1% | -2.9% | -6.6% |
| 6M | -10.1% | +45.5% | -55.6% | -17.8% |
| YTD | +37.3% | +13.7% | +23.6% | +30.6% |
| 1Y | +73.9% | +67.4% | +6.5% | +53.9% |
| 3Y | -30.2% | -13.2% | -17.0% | -32.3% |
| 5Y | +62.5% | -39.5% | +101.9% | +65.1% |
| 10Y | -42.3% | +153.5% | -195.8% | -52.9% |
| All | -87.9% | +172.5% | -260.3% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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