+67.4%
RIG vs DG
-35.8%
+103.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.5% | +4.2% |
| 7D | +5.7% | +0.3% | +5.4% | +5.7% |
| 30D | -0.7% | +3.2% | -3.9% | -1.1% |
| 3M | -3.1% | +10.4% | -13.6% | -4.2% |
| 6M | -16.3% | +33.2% | -49.5% | -19.2% |
| YTD | +34.1% | +3.0% | +31.2% | +33.5% |
| 1Y | +38.2% | +31.2% | +6.9% | +33.4% |
| 3Y | -15.3% | +21.8% | -37.1% | -19.6% |
| All | +67.4% | -35.8% | +103.2% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling