-40.5%
RIG vs DD
+1,021.4%
-1,061.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | +0.9% | -3.5% | +4.4% | +2.8% |
| 30D | +13.8% | -10.3% | +24.1% | +20.4% |
| 3M | -6.4% | -7.5% | +1.1% | -3.0% |
| 6M | -8.2% | -8.0% | -0.2% | -5.9% |
| YTD | +41.6% | +10.5% | +31.2% | +31.4% |
| 1Y | +88.7% | +38.3% | +50.4% | +54.3% |
| 3Y | -30.9% | +42.5% | -73.3% | -44.4% |
| 5Y | +57.7% | +60.2% | -2.5% | +19.1% |
| 10Y | -39.3% | +68.9% | -108.1% | -52.6% |
| All | -40.5% | +1,021.4% | -1,061.9% | -76.9% |
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