+39.7%
RIG vs IT
-17.9%
+57.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.5% | -9.1% | -7.7% |
| 7D | -18.8% | -5.5% | -13.3% | -18.5% |
| 30D | -1.1% | +10.3% | -11.4% | -1.4% |
| 3M | +4.4% | +11.5% | -7.1% | +4.0% |
| 6M | -20.8% | +40.3% | -61.1% | -22.1% |
| YTD | +32.0% | -17.9% | +49.8% | +27.6% |
| 1Y | +39.7% | -8.8% | +48.5% | +36.0% |
| All | +39.7% | -17.9% | +57.6% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling