-79.5%
RIG vs DGX
+8,631.6%
-8,711.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.6% |
| 7D | -4.2% | -3.5% | -0.7% | -3.2% |
| 30D | -0.7% | -2.7% | +2.0% | 0.0% |
| 3M | -4.0% | +13.9% | -17.9% | -7.7% |
| 6M | -6.3% | +16.0% | -22.4% | -10.8% |
| YTD | +39.7% | +34.9% | +4.8% | +27.2% |
| 1Y | +78.1% | +30.6% | +47.5% | +63.4% |
| 3Y | -29.5% | +93.0% | -122.5% | -42.8% |
| 5Y | +65.3% | +64.4% | +0.9% | +38.5% |
| 10Y | -41.3% | +248.1% | -289.4% | -61.5% |
| All | -79.5% | +8,631.6% | -8,711.1% | -91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling