0.0%
RIG vs BTSG
+416.6%
-416.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -8.2% | +2.9% | -11.1% | -8.7% |
| 30D | -0.2% | +0.9% | -1.1% | -0.5% |
| 3M | -2.7% | +1.6% | -4.3% | -4.5% |
| 6M | -7.5% | +46.8% | -54.2% | -17.0% |
| YTD | +38.3% | +65.5% | -27.3% | +20.4% |
| 1Y | +81.8% | +136.2% | -54.4% | +45.6% |
| All | 0.0% | +416.6% | -416.6% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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