+42.0%
RIG vs COMP
-49.2%
+91.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.7% | -7.0% | -2.2% |
| 7D | -17.0% | +14.5% | -31.6% | -18.9% |
| 30D | -6.2% | +14.9% | -21.1% | -8.8% |
| 3M | -1.7% | -14.2% | +12.5% | -0.2% |
| 6M | -19.2% | +23.7% | -43.0% | -24.2% |
| YTD | +25.2% | +2.1% | +23.1% | +19.0% |
| 1Y | +29.9% | +26.2% | +3.7% | +18.1% |
| 3Y | -21.3% | +470.9% | -492.2% | -51.6% |
| 5Y | +40.5% | -14.0% | +54.5% | +18.9% |
| All | +42.0% | -49.2% | +91.3% | +44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling