-54.0%
RIG vs DRI
+8,063.5%
-8,117.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.8% | +4.0% |
| 7D | +5.7% | +1.1% | +4.7% | +5.4% |
| 30D | -0.7% | +9.7% | -10.4% | -3.6% |
| 3M | -3.1% | +3.2% | -6.3% | -4.7% |
| 6M | -16.3% | +20.6% | -36.9% | -21.7% |
| YTD | +34.1% | +28.3% | +5.9% | +22.2% |
| 1Y | +38.2% | +34.5% | +3.6% | +24.0% |
| 3Y | -15.3% | +66.5% | -81.8% | -29.2% |
| 5Y | +62.5% | +79.6% | -17.2% | +31.2% |
| 10Y | -46.6% | +333.8% | -380.4% | -66.4% |
| All | -54.0% | +8,063.5% | -8,117.4% | -83.7% |
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 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