-30.2%
RIG vs BWA
+70.7%
-100.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.3% |
| 7D | -3.1% | -1.3% | -1.8% | -2.5% |
| 30D | -0.5% | -2.9% | +2.4% | +0.5% |
| 3M | -6.0% | -10.7% | +4.7% | -1.7% |
| 6M | -10.1% | +26.5% | -36.6% | -21.5% |
| YTD | +37.3% | +49.1% | -11.8% | +7.4% |
| 1Y | +73.9% | +52.1% | +21.9% | +34.0% |
| 3Y | -30.2% | +72.6% | -102.7% | -55.0% |
| All | -30.2% | +70.7% | -100.9% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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