-29.7%
RIG vs GEN
+57.6%
-87.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -8.2% | -2.9% | -5.3% | -7.3% |
| 30D | -0.2% | +2.1% | -2.2% | -1.1% |
| 3M | -2.7% | +19.7% | -22.4% | -9.8% |
| 6M | -7.5% | +33.3% | -40.7% | -18.5% |
| YTD | +38.3% | +11.1% | +27.1% | +32.1% |
| 1Y | +81.8% | +3.0% | +78.8% | +80.5% |
| All | -29.7% | +57.6% | -87.3% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 3y: compounded portfolio wealth divided by compounded GEN 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…
3y analysis · Full analysis span regression · 6 months rolling