+78.4%
RIG vs LUNR
+54.8%
+23.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.7% | +3.9% | -0.9% |
| 7D | -8.2% | +0.5% | -8.7% | -8.2% |
| 30D | -0.2% | -5.3% | +5.1% | -0.2% |
| 3M | -2.7% | -45.6% | +42.9% | -3.0% |
| 6M | -7.5% | -17.4% | +9.9% | -7.3% |
| YTD | +38.3% | -7.9% | +46.2% | +38.8% |
| 1Y | +81.8% | +77.6% | +4.2% | +84.2% |
| 3Y | -30.2% | +247.4% | -277.6% | -26.0% |
| All | +78.4% | +54.8% | +23.6% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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