+56.2%
RIG vs INDA
+5.7%
+50.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.4% |
| 7D | -3.1% | -2.7% | -0.4% | -1.3% |
| 30D | -0.5% | -2.8% | +2.2% | +1.3% |
| 3M | -6.0% | +1.6% | -7.6% | -7.4% |
| 6M | -10.1% | -1.4% | -8.7% | -10.4% |
| YTD | +37.3% | -10.1% | +47.4% | +47.3% |
| 1Y | +73.9% | -8.8% | +82.7% | +84.2% |
| 3Y | -30.2% | +7.6% | -37.8% | -37.4% |
| All | +56.2% | +5.7% | +50.5% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 5y: compounded portfolio wealth divided by compounded INDA 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…
5y analysis · Full analysis span regression · 6 months rolling