-28.9%
RIG vs BTI
+108.0%
-136.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -4.2% | -2.0% | -2.2% | -3.8% |
| 30D | -0.7% | -3.4% | +2.7% | -0.1% |
| 3M | -4.0% | -9.0% | +5.0% | -2.7% |
| 6M | -6.3% | -5.0% | -1.3% | -6.1% |
| YTD | +39.7% | -0.3% | +40.0% | +38.2% |
| 1Y | +78.1% | +3.1% | +75.0% | +74.6% |
| All | -28.9% | +108.0% | -136.9% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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