-48.8%
RIG vs CAPR
-59.1%
+10.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +26.5% | -24.0% | +1.5% |
| 7D | -2.6% | +25.8% | -28.4% | -3.6% |
| 30D | -5.2% | +50.2% | -55.4% | -7.1% |
| 3M | -8.6% | +185.5% | -194.1% | -13.7% |
| 6M | -18.9% | -64.8% | +45.9% | -18.3% |
| YTD | +28.6% | -61.1% | +89.7% | +28.5% |
| 1Y | +25.5% | +81.0% | -55.4% | +5.7% |
| 3Y | -20.2% | +300.7% | -320.9% | -41.9% |
| 5Y | +53.9% | +223.3% | -169.4% | +9.6% |
| 10Y | -48.8% | -58.8% | +10.0% | -68.6% |
| All | -48.8% | -59.1% | +10.3% | -68.6% |
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