+28.8%
RIG vs COMP
+6.6%
+22.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | 0.0% |
| 7D | +4.3% | +8.9% | -4.6% | +5.3% |
| 30D | -5.8% | +14.0% | -19.8% | -4.1% |
| 3M | -6.7% | -21.1% | +14.5% | -8.0% |
| 6M | -18.7% | +20.1% | -38.8% | -17.5% |
| YTD | +28.8% | -5.0% | +33.8% | +28.5% |
| 1Y | +28.8% | +5.7% | +23.1% | +24.7% |
| All | +28.8% | +6.6% | +22.2% | +24.7% |
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