-41.2%
RIG vs CASY
+464.4%
-505.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -4.2% | -17.2% | +13.1% | +3.1% |
| 30D | -0.7% | -24.4% | +23.7% | +10.7% |
| 3M | -4.0% | -31.4% | +27.4% | +11.4% |
| 6M | -6.3% | -8.9% | +2.6% | -5.5% |
| YTD | +39.7% | +13.8% | +25.9% | +27.0% |
| 1Y | +78.1% | +17.0% | +61.1% | +58.9% |
| 3Y | -29.5% | +163.1% | -192.6% | -59.3% |
| 5Y | +65.3% | +239.0% | -173.7% | -18.6% |
| All | -41.2% | +464.4% | -505.6% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CASY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling