+78.1%
RIG vs M
+25.2%
+52.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.7% | +5.7% | +1.4% |
| 7D | -4.2% | -8.8% | +4.6% | -3.5% |
| 30D | -0.7% | -16.4% | +15.7% | +0.7% |
| 3M | -4.0% | -10.8% | +6.8% | -3.6% |
| 6M | -6.3% | +16.1% | -22.5% | -10.2% |
| YTD | +39.7% | -5.3% | +45.0% | +40.4% |
| 1Y | +78.1% | +24.9% | +53.2% | +58.0% |
| All | +78.1% | +25.2% | +52.9% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 2025-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded M 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling