-40.9%
RIG vs DECK
+7,820.9%
-7,861.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -3.0% |
| 7D | +0.9% | -2.2% | +3.1% | +1.1% |
| 30D | +13.8% | -13.6% | +27.4% | +15.6% |
| 3M | -6.4% | -21.2% | +14.8% | -4.1% |
| 6M | -8.2% | -21.1% | +12.9% | -6.3% |
| YTD | +41.6% | -17.2% | +58.9% | +43.3% |
| 1Y | +88.7% | -30.7% | +119.5% | +94.4% |
| 3Y | -30.9% | -3.4% | -27.5% | -32.9% |
| 5Y | +57.7% | +25.5% | +32.1% | +46.8% |
| 10Y | -39.3% | +714.7% | -753.9% | -53.5% |
| All | -40.9% | +7,820.9% | -7,861.8% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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