-86.0%
RIG vs INDA
+109.8%
-195.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.2% |
| 7D | -8.2% | -2.6% | -5.6% | -6.4% |
| 30D | -0.2% | -2.9% | +2.8% | +2.1% |
| 3M | -2.7% | +2.4% | -5.1% | -4.9% |
| 6M | -7.5% | -2.6% | -4.8% | -6.9% |
| YTD | +38.3% | -10.0% | +48.2% | +47.5% |
| 1Y | +81.8% | -7.7% | +89.5% | +90.3% |
| 3Y | -30.2% | +8.9% | -39.1% | -36.2% |
| 5Y | +59.9% | +6.0% | +54.0% | +49.7% |
| 10Y | -41.9% | +84.4% | -126.3% | -62.3% |
| All | -86.0% | +109.8% | -195.8% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling