-15.3%
RIG vs CAPR
+239.1%
-254.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.9% | +11.1% | +4.2% |
| 7D | +5.7% | +5.9% | -0.2% | +5.6% |
| 30D | -0.7% | +44.6% | -45.3% | -1.2% |
| 3M | -3.1% | +126.4% | -129.5% | -4.5% |
| 6M | -16.3% | -68.6% | +52.3% | -15.8% |
| YTD | +34.1% | -67.0% | +101.1% | +34.7% |
| 1Y | +38.2% | +65.2% | -27.0% | +31.1% |
| 3Y | -15.3% | +235.6% | -250.9% | -38.1% |
| All | -15.3% | +239.1% | -254.4% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling