-15.3%
RIG vs DRI
+68.2%
-83.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.8% | +4.1% |
| 7D | +5.7% | +1.1% | +4.7% | +5.6% |
| 30D | -0.7% | +9.7% | -10.4% | -2.3% |
| 3M | -3.1% | +3.2% | -6.3% | -3.8% |
| 6M | -16.3% | +20.6% | -36.9% | -20.3% |
| YTD | +34.1% | +28.3% | +5.9% | +23.0% |
| 1Y | +38.2% | +34.5% | +3.6% | +24.1% |
| 3Y | -15.3% | +66.5% | -81.8% | -28.7% |
| All | -15.3% | +68.2% | -83.5% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling