-1.2%
RIG vs DT
+100.3%
-101.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.5% |
| 7D | -3.1% | -1.6% | -1.5% | -2.6% |
| 30D | -0.5% | +3.0% | -3.6% | -1.9% |
| 3M | -6.0% | +26.5% | -32.5% | -14.3% |
| 6M | -10.1% | +35.9% | -46.1% | -20.9% |
| YTD | +37.3% | +17.8% | +19.5% | +26.0% |
| 1Y | +73.9% | +4.1% | +69.9% | +66.1% |
| 3Y | -30.2% | +5.3% | -35.5% | -35.0% |
| 5Y | +62.5% | -27.2% | +89.6% | +60.6% |
| All | -1.2% | +100.3% | -101.5% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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