-43.7%
RIG vs DD
+1,210.5%
-1,254.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.5% |
| 7D | +5.7% | +5.0% | +0.8% | +2.8% |
| 30D | -0.7% | +19.7% | -20.4% | -10.5% |
| 3M | -3.1% | +7.2% | -10.3% | -7.5% |
| 6M | -16.3% | +1.0% | -17.3% | -18.2% |
| YTD | +34.1% | +29.1% | +5.0% | +13.7% |
| 1Y | +38.2% | +28.5% | +9.7% | +17.3% |
| 3Y | -15.3% | +89.4% | -104.7% | -41.7% |
| 5Y | +62.5% | +67.1% | -4.7% | +18.9% |
| 10Y | -46.6% | +97.5% | -144.1% | -61.9% |
| All | -43.7% | +1,210.5% | -1,254.1% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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