-42.2%
RIG vs BRO
+294.2%
-336.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -3.1% | -7.3% | +4.2% | +1.2% |
| 30D | -0.5% | -6.9% | +6.3% | +3.3% |
| 3M | -6.0% | +10.7% | -16.6% | -13.5% |
| 6M | -10.1% | -2.7% | -7.4% | -11.3% |
| YTD | +37.3% | -16.3% | +53.6% | +47.9% |
| 1Y | +73.9% | -29.1% | +103.0% | +108.2% |
| 3Y | -30.2% | -7.8% | -22.3% | -35.8% |
| 5Y | +62.5% | +18.7% | +43.7% | +9.2% |
| All | -42.2% | +294.2% | -336.4% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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