-51.4%
RIG vs DRI
+7,577.6%
-7,629.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | +0.9% | +0.6% | +0.3% | +0.7% |
| 30D | +13.8% | +3.8% | +10.0% | +12.5% |
| 3M | -6.4% | +13.0% | -19.4% | -10.2% |
| 6M | -8.2% | +8.3% | -16.5% | -11.4% |
| YTD | +41.6% | +20.6% | +21.0% | +32.1% |
| 1Y | +88.7% | +6.5% | +82.3% | +82.0% |
| 3Y | -30.9% | +53.7% | -84.6% | -40.5% |
| 5Y | +57.7% | +72.7% | -15.0% | +29.5% |
| 10Y | -39.3% | +363.2% | -402.4% | -61.9% |
| All | -51.4% | +7,577.6% | -7,629.0% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling