+63.2%
RIG vs D
+8.5%
+54.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -2.7% | +0.8% | -3.5% | -2.9% |
| 30D | +9.5% | -0.7% | +10.2% | +9.7% |
| 3M | -6.6% | +2.1% | -8.7% | -7.3% |
| 6M | -2.9% | +6.8% | -9.7% | -5.1% |
| YTD | +39.5% | +16.5% | +22.9% | +33.1% |
| 1Y | +82.3% | +19.2% | +63.1% | +73.0% |
| 3Y | -29.6% | +61.9% | -91.4% | -39.1% |
| 5Y | +63.2% | +6.5% | +56.6% | +61.7% |
| All | +63.2% | +8.5% | +54.6% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling