+73.9%
RIG vs DT
+6.2%
+67.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.7% |
| 7D | -3.1% | -1.6% | -1.5% | -3.0% |
| 30D | -0.5% | +3.0% | -3.6% | -0.7% |
| 3M | -6.0% | +26.5% | -32.5% | -8.0% |
| 6M | -10.1% | +35.9% | -46.1% | -13.2% |
| YTD | +37.3% | +17.8% | +19.5% | +30.5% |
| 1Y | +73.9% | +4.1% | +69.9% | +64.9% |
| All | +73.9% | +6.2% | +67.7% | +64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling