+67.4%
RIG vs COMP
-10.9%
+78.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +3.9% |
| 7D | +5.7% | 0.0% | +5.7% | +5.6% |
| 30D | -0.7% | +16.6% | -17.3% | -3.6% |
| 3M | -3.1% | -23.5% | +20.4% | 0.0% |
| 6M | -16.3% | +25.7% | -42.1% | -21.5% |
| YTD | +34.1% | -3.4% | +37.5% | +28.9% |
| 1Y | +38.2% | +7.6% | +30.6% | +29.8% |
| 3Y | -15.3% | +423.6% | -438.9% | -45.8% |
| All | +67.4% | -10.9% | +78.3% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling