+39.7%
RIG vs COMP
+23.8%
+15.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +7.7% | -15.4% | -6.7% |
| 7D | -18.8% | +9.5% | -28.3% | -17.7% |
| 30D | -1.1% | +8.1% | -9.2% | +0.2% |
| 3M | +4.4% | -16.3% | +20.7% | +3.6% |
| 6M | -20.8% | +42.2% | -63.0% | -19.7% |
| YTD | +32.0% | -5.0% | +37.0% | +31.4% |
| 1Y | +39.7% | +20.1% | +19.6% | +33.0% |
| All | +39.7% | +23.8% | +15.9% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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