+78.1%
RIG vs CAPR
+26.9%
+51.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +1.1% |
| 7D | -4.2% | -10.6% | +6.4% | -4.1% |
| 30D | -0.7% | +111.2% | -111.9% | -1.4% |
| 3M | -4.0% | -67.2% | +63.2% | -3.6% |
| 6M | -6.3% | -75.1% | +68.8% | -5.7% |
| YTD | +39.7% | -71.2% | +110.9% | +40.4% |
| 1Y | +78.1% | +31.1% | +47.0% | +77.1% |
| All | +78.1% | +26.9% | +51.2% | +77.1% |
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 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