+73.9%
RIG vs CHD
+2.3%
+71.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -2.0% | -1.7% |
| 7D | -3.1% | -4.5% | +1.4% | -3.6% |
| 30D | -0.5% | -6.7% | +6.2% | -1.3% |
| 3M | -6.0% | -2.7% | -3.2% | -6.2% |
| 6M | -10.1% | -4.9% | -5.2% | -9.8% |
| YTD | +37.3% | +13.3% | +23.9% | +41.0% |
| 1Y | +73.9% | +1.0% | +72.9% | +89.8% |
| All | +73.9% | +2.3% | +71.6% | +89.8% |
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