-50.0%
RIG vs D
+47.7%
-97.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +4.3% | -3.1% | +7.4% | +5.3% |
| 30D | -5.8% | +8.4% | -14.2% | -8.5% |
| 3M | -6.7% | +0.2% | -6.9% | -7.1% |
| 6M | -18.7% | +9.5% | -28.1% | -21.4% |
| YTD | +28.8% | +18.8% | +10.0% | +21.0% |
| 1Y | +28.8% | +14.7% | +14.1% | +22.3% |
| 3Y | -20.0% | +72.9% | -92.9% | -34.4% |
| 5Y | +56.0% | +13.1% | +42.9% | +47.7% |
| All | -50.0% | +47.7% | -97.6% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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