-42.2%
RIG vs DGX
+255.3%
-297.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.2% |
| 7D | -3.1% | -0.9% | -2.2% | -2.9% |
| 30D | -0.5% | -1.2% | +0.6% | -0.2% |
| 3M | -6.0% | +15.8% | -21.7% | -10.1% |
| 6M | -10.1% | +18.2% | -28.3% | -14.9% |
| YTD | +37.3% | +37.2% | +0.1% | +23.9% |
| 1Y | +73.9% | +30.4% | +43.6% | +59.2% |
| 3Y | -30.2% | +96.7% | -126.9% | -44.8% |
| 5Y | +62.5% | +67.2% | -4.7% | +32.6% |
| All | -42.2% | +255.3% | -297.5% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling