+23.3%
RIG vs D
+16.4%
+6.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -12.2% | +2.4% | -14.6% | -12.5% |
| 30D | -6.0% | +10.9% | -16.9% | -8.2% |
| 3M | -9.4% | +2.8% | -12.3% | -9.6% |
| 6M | -19.1% | +12.7% | -31.8% | -22.5% |
| YTD | +25.4% | +20.3% | +5.1% | +17.6% |
| 1Y | +23.3% | +17.1% | +6.2% | +17.8% |
| All | +23.3% | +16.4% | +6.9% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling