+39.7%
RIG vs CHD
+30.9%
+8.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.6% | -10.3% | -7.1% |
| 7D | -18.8% | +6.9% | -25.7% | -17.7% |
| 30D | -1.1% | +17.1% | -18.2% | +1.0% |
| 3M | +4.4% | +9.1% | -4.7% | +6.1% |
| 6M | -20.8% | +21.4% | -42.2% | -19.5% |
| YTD | +32.0% | +34.9% | -2.9% | +36.7% |
| 1Y | +39.7% | +31.0% | +8.7% | +43.8% |
| All | +39.7% | +30.9% | +8.8% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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