-44.6%
RIG vs DOC
+1,178.1%
-1,222.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.1% | -10.7% | -8.7% |
| 7D | -18.8% | +8.7% | -27.5% | -21.4% |
| 30D | -1.1% | +7.6% | -8.7% | -4.1% |
| 3M | +4.4% | -5.3% | +9.7% | +5.6% |
| 6M | -20.8% | +27.6% | -48.4% | -29.1% |
| YTD | +32.0% | +32.4% | -0.4% | +16.0% |
| 1Y | +39.7% | +22.9% | +16.9% | +26.2% |
| 3Y | -20.3% | +43.1% | -63.4% | -32.3% |
| 5Y | +49.3% | -21.4% | +70.7% | +56.5% |
| 10Y | -43.6% | +16.8% | -60.5% | -48.8% |
| All | -44.6% | +1,178.1% | -1,222.7% | -69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling