-50.7%
RIG vs D
+44.7%
-95.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -12.2% | +2.4% | -14.6% | -13.0% |
| 30D | -6.0% | +10.9% | -16.9% | -9.3% |
| 3M | -9.4% | +2.8% | -12.3% | -10.5% |
| 6M | -19.1% | +12.7% | -31.8% | -22.5% |
| YTD | +25.4% | +20.3% | +5.1% | +17.4% |
| 1Y | +23.3% | +17.1% | +6.2% | +16.4% |
| 3Y | -22.1% | +75.1% | -97.3% | -36.4% |
| 5Y | +50.1% | +13.1% | +37.0% | +42.2% |
| 10Y | -50.7% | +48.3% | -98.9% | -42.6% |
| All | -50.7% | +44.7% | -95.4% | -42.6% |
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