+88.7%
RIG vs ITW
+5.8%
+82.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.3% | -2.7% |
| 7D | +0.9% | -3.6% | +4.4% | +1.6% |
| 30D | +13.8% | -9.1% | +23.0% | +16.2% |
| 3M | -6.4% | +8.2% | -14.6% | -10.7% |
| 6M | -8.2% | -4.8% | -3.4% | -5.2% |
| YTD | +41.6% | +11.0% | +30.6% | +36.2% |
| 1Y | +88.7% | +4.2% | +84.5% | +91.2% |
| All | +88.7% | +5.8% | +82.9% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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