-42.4%
RIG vs DTE
+1,998.9%
-2,041.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.0% |
| 7D | -3.1% | -2.6% | -0.5% | -1.8% |
| 30D | -0.5% | -4.4% | +3.9% | +1.8% |
| 3M | -6.0% | -8.3% | +2.4% | -1.9% |
| 6M | -10.1% | -8.1% | -2.1% | -6.8% |
| YTD | +37.3% | +4.4% | +32.9% | +33.2% |
| 1Y | +73.9% | +0.2% | +73.8% | +72.4% |
| 3Y | -30.2% | +42.6% | -72.8% | -43.6% |
| 5Y | +62.5% | +31.5% | +31.0% | +35.5% |
| 10Y | -42.3% | +138.2% | -180.6% | -63.6% |
| All | -42.4% | +1,998.9% | -2,041.3% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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