+65.3%
RIG vs IT
-46.1%
+111.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.9% |
| 7D | -4.2% | -12.7% | +8.6% | -1.2% |
| 30D | -0.7% | -8.9% | +8.2% | +1.1% |
| 3M | -4.0% | +10.1% | -14.1% | -7.7% |
| 6M | -6.3% | +7.3% | -13.6% | -9.9% |
| YTD | +39.7% | -32.4% | +72.1% | +52.0% |
| 1Y | +78.1% | -26.6% | +104.7% | +86.8% |
| 3Y | -29.5% | -51.8% | +22.4% | -16.3% |
| 5Y | +65.3% | -45.6% | +110.9% | +75.8% |
| All | +65.3% | -46.1% | +111.4% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling