-41.9%
RIG vs D
+34.1%
-76.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.3% |
| 7D | -8.2% | -0.4% | -7.8% | -8.1% |
| 30D | -0.2% | -2.1% | +1.9% | +0.4% |
| 3M | -2.7% | -0.7% | -2.0% | -2.6% |
| 6M | -7.5% | +5.6% | -13.0% | -9.4% |
| YTD | +38.3% | +14.6% | +23.7% | +32.0% |
| 1Y | +81.8% | +15.3% | +66.5% | +73.1% |
| 3Y | -30.2% | +59.1% | -89.3% | -40.9% |
| 5Y | +59.9% | +3.9% | +56.0% | +55.9% |
| 10Y | -41.9% | +38.5% | -80.4% | -41.7% |
| All | -41.9% | +34.1% | -76.0% | -41.7% |
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