-91.7%
RIG vs DG
+577.8%
-669.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -1.0% |
| 7D | -2.7% | -2.5% | -0.2% | -2.4% |
| 30D | +9.5% | +1.0% | +8.5% | +9.2% |
| 3M | -6.6% | +20.3% | -27.0% | -9.4% |
| 6M | -2.9% | -11.7% | +8.9% | -1.7% |
| YTD | +39.5% | -2.3% | +41.8% | +39.2% |
| 1Y | +82.3% | +20.0% | +62.3% | +75.9% |
| 3Y | -29.6% | +7.2% | -36.8% | -32.8% |
| 5Y | +63.2% | -37.9% | +101.1% | +68.9% |
| 10Y | -45.0% | +107.3% | -152.3% | -53.1% |
| All | -91.7% | +577.8% | -669.5% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling