+56.2%
RIG vs DRI
+65.5%
-9.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -2.1% |
| 7D | -3.1% | -3.2% | +0.1% | -2.2% |
| 30D | -0.5% | -7.8% | +7.3% | +1.7% |
| 3M | -6.0% | +0.4% | -6.3% | -6.5% |
| 6M | -10.1% | +4.8% | -14.9% | -12.4% |
| YTD | +37.3% | +16.7% | +20.6% | +28.1% |
| 1Y | +73.9% | +1.5% | +72.5% | +70.5% |
| 3Y | -30.2% | +56.3% | -86.4% | -41.4% |
| All | +56.2% | +65.5% | -9.3% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling