-87.2%
RIG vs FIVE
+873.2%
-960.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -12.2% | +7.3% | -19.5% | -14.3% |
| 30D | -6.0% | +18.1% | -24.0% | -10.8% |
| 3M | -9.4% | +7.7% | -17.2% | -12.5% |
| 6M | -19.1% | +13.6% | -32.7% | -23.8% |
| YTD | +25.4% | +34.6% | -9.2% | +11.1% |
| 1Y | +23.3% | +66.2% | -42.9% | +2.2% |
| 3Y | -22.1% | +43.5% | -65.6% | -37.4% |
| 5Y | +50.1% | +20.7% | +29.5% | +22.6% |
| 10Y | -50.7% | +541.5% | -592.1% | -74.5% |
| All | -87.2% | +873.2% | -960.3% | -93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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