-47.9%
RIG vs DRI
+331.7%
-379.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.8% | +4.0% |
| 7D | +5.7% | +1.1% | +4.7% | +5.2% |
| 30D | -0.7% | +9.7% | -10.4% | -5.3% |
| 3M | -3.1% | +3.2% | -6.3% | -5.6% |
| 6M | -16.3% | +20.6% | -36.9% | -25.1% |
| YTD | +34.1% | +28.3% | +5.9% | +14.6% |
| 1Y | +38.2% | +34.5% | +3.6% | +14.9% |
| 3Y | -15.3% | +66.5% | -81.8% | -38.1% |
| 5Y | +62.5% | +79.6% | -17.2% | +10.9% |
| All | -47.9% | +331.7% | -379.6% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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