-21.2%
RIG vs COMP
+353.8%
-375.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.7% | -8.0% | +2.0% |
| 7D | -24.5% | +13.4% | -37.9% | -25.2% |
| 30D | -2.8% | +11.1% | -13.9% | -3.7% |
| 3M | +1.6% | -18.8% | +20.4% | +2.9% |
| 6M | -15.9% | +10.5% | -26.4% | -17.9% |
| YTD | +26.9% | -3.4% | +30.3% | +24.3% |
| 1Y | +34.4% | +19.7% | +14.7% | +27.0% |
| 3Y | -21.2% | +381.6% | -402.8% | -42.5% |
| All | -21.2% | +353.8% | -375.0% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling