-30.2%
RIG vs BTG
+94.8%
-125.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -3.1% | -3.8% | +0.7% | -2.4% |
| 30D | -0.5% | +3.6% | -4.2% | -1.4% |
| 3M | -6.0% | +32.0% | -38.0% | -11.8% |
| 6M | -10.1% | +3.4% | -13.5% | -12.3% |
| YTD | +37.3% | +20.8% | +16.5% | +27.6% |
| 1Y | +73.9% | +22.4% | +51.5% | +59.4% |
| 3Y | -30.2% | +91.7% | -121.9% | -45.8% |
| All | -30.2% | +94.8% | -125.0% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 3y: compounded portfolio wealth divided by compounded BTG 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…
3y analysis · Full analysis span regression · 6 months rolling