-31.7%
RIG vs DAR
+1,499.7%
-1,531.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +4.0% |
| 7D | +5.7% | +11.6% | -5.8% | +4.1% |
| 30D | -0.7% | -10.2% | +9.5% | +0.8% |
| 3M | -3.1% | -14.8% | +11.7% | -1.0% |
| 6M | -16.3% | -10.1% | -6.2% | -15.1% |
| YTD | +34.1% | +55.5% | -21.4% | +26.5% |
| 1Y | +38.2% | +61.7% | -23.5% | +29.6% |
| 3Y | -15.3% | +37.2% | -52.5% | -19.0% |
| 5Y | +62.5% | -26.9% | +89.4% | +68.3% |
| 10Y | -46.6% | +314.4% | -361.0% | -53.0% |
| All | -31.7% | +1,499.7% | -1,531.4% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling