-15.3%
RIG vs DG
+21.7%
-37.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.5% | +4.1% |
| 7D | +5.7% | +0.3% | +5.4% | +5.7% |
| 30D | -0.7% | +3.2% | -3.9% | -0.9% |
| 3M | -3.1% | +10.4% | -13.6% | -3.9% |
| 6M | -16.3% | +33.2% | -49.5% | -18.5% |
| YTD | +34.1% | +3.0% | +31.2% | +34.2% |
| 1Y | +38.2% | +31.2% | +6.9% | +34.8% |
| 3Y | -15.3% | +21.8% | -37.1% | -25.3% |
| All | -15.3% | +21.7% | -37.0% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 3y: compounded portfolio wealth divided by compounded DG 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…
3y analysis · Full analysis span regression · 6 months rolling