+88.7%
RIG vs CAPR
+48.7%
+40.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -2.8% |
| 7D | +0.9% | -2.0% | +2.8% | +0.9% |
| 30D | +13.8% | +139.2% | -125.4% | +12.9% |
| 3M | -6.4% | -66.4% | +60.0% | -6.0% |
| 6M | -8.2% | -63.1% | +55.0% | -7.9% |
| YTD | +41.6% | -67.4% | +109.1% | +42.2% |
| 1Y | +88.7% | +58.2% | +30.5% | +90.9% |
| All | +88.7% | +48.7% | +40.0% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling