+59.9%
RIG vs DAR
-8.0%
+67.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.2% |
| 7D | -8.2% | -0.2% | -8.0% | -8.1% |
| 30D | -0.2% | +7.4% | -7.6% | -4.6% |
| 3M | -2.7% | +15.7% | -18.4% | -11.2% |
| 6M | -7.5% | +30.0% | -37.5% | -21.2% |
| YTD | +38.3% | +87.5% | -49.3% | -4.9% |
| 1Y | +81.8% | +113.4% | -31.5% | +15.3% |
| 3Y | -30.2% | +15.3% | -45.5% | -39.4% |
| 5Y | +59.9% | -4.3% | +64.3% | +51.0% |
| All | +59.9% | -8.0% | +67.9% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling