-42.2%
RIG vs CAPR
-78.4%
+36.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -1.8% |
| 7D | -3.1% | -11.0% | +7.9% | -2.6% |
| 30D | -0.5% | +99.8% | -100.3% | -4.1% |
| 3M | -6.0% | -66.6% | +60.6% | -4.4% |
| 6M | -10.1% | -75.1% | +64.9% | -7.8% |
| YTD | +37.3% | -71.0% | +108.3% | +39.7% |
| 1Y | +73.9% | +30.0% | +44.0% | +48.6% |
| 3Y | -30.2% | +29.0% | -59.1% | -45.6% |
| 5Y | +62.5% | +70.8% | -8.4% | +20.0% |
| All | -42.2% | -78.4% | +36.2% | -63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling