-43.7%
RIG vs GEN
+3,941.8%
-3,985.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.7% | +3.7% |
| 7D | +5.7% | +2.0% | +3.7% | +5.3% |
| 30D | -0.7% | +27.7% | -28.4% | -5.4% |
| 3M | -3.1% | +3.3% | -6.4% | -4.5% |
| 6M | -16.3% | +31.8% | -48.1% | -21.4% |
| YTD | +34.1% | +13.5% | +20.6% | +28.7% |
| 1Y | +38.2% | +16.0% | +22.1% | +32.0% |
| 3Y | -15.3% | +70.6% | -85.9% | -24.4% |
| 5Y | +62.5% | +32.1% | +30.3% | +49.5% |
| 10Y | -46.6% | +153.4% | -200.0% | -56.7% |
| All | -43.7% | +3,941.8% | -3,985.5% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling