+42.5%
RIG vs DOC
-22.1%
+64.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -6.3% |
| 7D | -23.8% | +6.2% | -30.0% | -25.7% |
| 30D | -5.6% | +6.5% | -12.0% | -8.2% |
| 3M | -0.8% | -6.2% | +5.5% | +1.2% |
| 6M | -18.4% | +25.6% | -44.0% | -28.0% |
| YTD | +23.5% | +32.1% | -8.6% | +5.2% |
| 1Y | +30.8% | +20.3% | +10.5% | +16.9% |
| 3Y | -25.4% | +42.7% | -68.2% | -39.9% |
| 5Y | +42.5% | -22.2% | +64.6% | +55.6% |
| All | +42.5% | -22.1% | +64.5% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling