+56.2%
RIG vs BTI
+118.0%
-61.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.0% |
| 7D | -3.1% | -0.2% | -2.9% | -3.0% |
| 30D | -0.5% | -1.1% | +0.5% | -0.3% |
| 3M | -6.0% | -8.8% | +2.8% | -3.4% |
| 6M | -10.1% | -4.0% | -6.2% | -10.1% |
| YTD | +37.3% | +0.4% | +36.9% | +34.4% |
| 1Y | +73.9% | +1.9% | +72.0% | +68.7% |
| 3Y | -30.2% | +108.5% | -138.7% | -56.8% |
| All | +56.2% | +118.0% | -61.8% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling