+57.7%
RIG vs BTDR
+23.3%
+34.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.7% |
| 7D | -8.2% | +14.8% | -23.0% | -9.0% |
| 30D | -0.2% | +41.8% | -42.0% | -2.3% |
| 3M | -2.7% | -29.2% | +26.5% | -1.7% |
| 6M | -7.5% | +66.2% | -73.6% | -12.6% |
| YTD | +38.3% | +10.0% | +28.3% | +33.8% |
| 1Y | +81.8% | -11.0% | +92.8% | +76.6% |
| 3Y | -30.2% | +6.9% | -37.1% | -36.4% |
| 5Y | +59.9% | +24.7% | +35.3% | +48.5% |
| All | +57.7% | +23.3% | +34.4% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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