-42.0%
RIG vs ITW
+5,364.0%
-5,405.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | +0.2% |
| 7D | -8.2% | -1.9% | -6.3% | -7.1% |
| 30D | -0.2% | -10.4% | +10.2% | +6.6% |
| 3M | -2.7% | +3.5% | -6.2% | -5.8% |
| 6M | -7.5% | -3.4% | -4.1% | -7.0% |
| YTD | +38.3% | +8.5% | +29.7% | +29.4% |
| 1Y | +81.8% | +3.2% | +78.6% | +75.2% |
| 3Y | -30.2% | +18.9% | -49.1% | -37.4% |
| 5Y | +59.9% | +35.0% | +24.9% | +32.8% |
| 10Y | -41.9% | +188.6% | -230.6% | -66.2% |
| All | -42.0% | +5,364.0% | -5,405.9% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling