-43.7%
RIG vs IT
+5,645.5%
-5,689.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.4% | +5.9% | +0.2% |
| 7D | -2.7% | -9.1% | +6.4% | -0.7% |
| 30D | +9.5% | -7.0% | +16.5% | +11.0% |
| 3M | -6.6% | +7.6% | -14.3% | -9.8% |
| 6M | -2.9% | +2.1% | -5.0% | -5.6% |
| YTD | +39.5% | -31.6% | +71.1% | +47.4% |
| 1Y | +82.3% | -29.9% | +112.2% | +90.3% |
| 3Y | -29.6% | -51.3% | +21.7% | -21.2% |
| 5Y | +63.2% | -44.8% | +108.0% | +76.2% |
| 10Y | -45.0% | +91.4% | -136.3% | -53.4% |
| All | -43.7% | +5,645.5% | -5,689.2% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling