-40.5%
RIG vs D
+1,321.6%
-1,362.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.2% |
| 7D | +0.9% | +0.4% | +0.4% | +0.6% |
| 30D | +13.8% | -3.6% | +17.4% | +15.5% |
| 3M | -6.4% | -1.0% | -5.4% | -6.2% |
| 6M | -8.2% | +6.3% | -14.4% | -11.2% |
| YTD | +41.6% | +14.7% | +26.9% | +32.6% |
| 1Y | +88.7% | +16.9% | +71.8% | +74.9% |
| 3Y | -30.9% | +56.8% | -87.6% | -45.2% |
| 5Y | +57.7% | +5.2% | +52.5% | +47.7% |
| 10Y | -39.3% | +35.9% | -75.1% | -51.9% |
| All | -40.5% | +1,321.6% | -1,362.1% | -77.5% |
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