-47.9%
RIG vs DAR
+311.7%
-359.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.4% |
| 7D | +5.7% | +11.6% | -5.8% | -1.7% |
| 30D | -0.7% | -10.2% | +9.5% | +6.3% |
| 3M | -3.1% | -14.8% | +11.7% | +6.8% |
| 6M | -16.3% | -10.1% | -6.2% | -11.4% |
| YTD | +34.1% | +55.5% | -21.4% | -0.8% |
| 1Y | +38.2% | +61.7% | -23.5% | -0.6% |
| 3Y | -15.3% | +37.2% | -52.5% | -37.0% |
| 5Y | +62.5% | -26.9% | +89.4% | +79.0% |
| All | -47.9% | +311.7% | -359.6% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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