-42.2%
RIG vs IT
+103.1%
-145.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.3% | -7.0% | -4.2% |
| 7D | -3.1% | -3.7% | +0.6% | -1.6% |
| 30D | -0.5% | +0.1% | -0.6% | -1.4% |
| 3M | -6.0% | +20.7% | -26.7% | -17.9% |
| 6M | -10.1% | +12.0% | -22.1% | -19.9% |
| YTD | +37.3% | -28.8% | +66.1% | +52.7% |
| 1Y | +73.9% | -25.5% | +99.4% | +85.2% |
| 3Y | -30.2% | -48.8% | +18.6% | -14.2% |
| 5Y | +62.5% | -42.7% | +105.2% | +74.7% |
| All | -42.2% | +103.1% | -145.3% | -74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling