-41.5%
RIG vs GAP
+717.4%
-758.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.7% | +1.7% | -4.4% | -3.2% |
| 30D | +9.5% | +9.3% | +0.2% | +6.4% |
| 3M | -6.6% | +6.1% | -12.7% | -9.0% |
| 6M | -2.9% | -2.3% | -0.6% | -4.6% |
| YTD | +39.5% | -10.6% | +50.1% | +39.8% |
| 1Y | +82.3% | -4.4% | +86.7% | +78.7% |
| 3Y | -29.6% | +118.3% | -147.9% | -49.1% |
| 5Y | +63.2% | +12.2% | +51.0% | +33.4% |
| 10Y | -45.0% | +33.7% | -78.7% | -60.0% |
| All | -41.5% | +717.4% | -758.9% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GAP 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling