-46.1%
RIG vs DOC
+15.7%
-61.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.4% |
| 7D | -24.5% | +6.5% | -31.0% | -27.0% |
| 30D | -2.8% | +9.2% | -11.9% | -7.5% |
| 3M | +1.6% | -2.5% | +4.0% | +1.8% |
| 6M | -15.9% | +7.1% | -23.0% | -20.3% |
| YTD | +26.9% | +33.0% | -6.1% | +4.8% |
| 1Y | +34.4% | +23.3% | +11.1% | +15.6% |
| 3Y | -21.2% | +44.9% | -66.1% | -39.1% |
| 5Y | +46.4% | -21.6% | +68.0% | +57.9% |
| All | -46.1% | +15.7% | -61.9% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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