-41.5%
RIG vs BTI
+4,977.9%
-5,019.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.4% |
| 7D | -2.7% | -1.4% | -1.3% | -2.3% |
| 30D | +9.5% | -7.0% | +16.6% | +11.6% |
| 3M | -6.6% | -6.3% | -0.3% | -5.4% |
| 6M | -2.9% | -2.0% | -0.9% | -3.2% |
| YTD | +39.5% | +0.2% | +39.3% | +38.1% |
| 1Y | +82.3% | +3.8% | +78.5% | +78.4% |
| 3Y | -29.6% | +112.1% | -141.7% | -44.8% |
| 5Y | +63.2% | +113.6% | -50.4% | +28.0% |
| 10Y | -45.0% | +69.6% | -114.6% | -54.7% |
| All | -41.5% | +4,977.9% | -5,019.4% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling