+61.3%
RIG vs CAPR
+84.9%
-23.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -1.5% |
| 7D | -2.7% | -9.5% | +6.8% | -2.5% |
| 30D | +9.5% | +121.5% | -112.0% | +7.3% |
| 3M | -6.6% | -65.4% | +58.7% | -5.8% |
| 6M | -2.9% | -67.5% | +64.7% | -2.0% |
| YTD | +39.5% | -68.6% | +108.1% | +40.7% |
| 1Y | +82.3% | +42.7% | +39.6% | +67.9% |
| 3Y | -29.6% | +43.4% | -72.9% | -44.7% |
| All | +61.3% | +84.9% | -23.6% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling