-46.0%
RIG vs D
+1,369.5%
-1,415.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | -2.6% | -2.4% | -0.1% | -1.6% |
| 30D | -5.2% | +9.0% | -14.2% | -9.1% |
| 3M | -8.6% | +1.0% | -9.6% | -9.5% |
| 6M | -18.9% | +11.0% | -29.9% | -23.2% |
| YTD | +28.6% | +19.8% | +8.8% | +17.5% |
| 1Y | +25.5% | +16.0% | +9.6% | +16.2% |
| 3Y | -20.2% | +74.4% | -94.5% | -39.8% |
| 5Y | +53.9% | +13.5% | +40.4% | +39.3% |
| 10Y | -48.8% | +48.4% | -97.2% | -61.3% |
| All | -46.0% | +1,369.5% | -1,415.5% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling