-41.2%
RIG vs M
-10.0%
-31.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.7% | +5.7% | +3.0% |
| 7D | -4.2% | -8.8% | +4.6% | -0.7% |
| 30D | -0.7% | -16.4% | +15.7% | +6.5% |
| 3M | -4.0% | -10.8% | +6.8% | -0.9% |
| 6M | -6.3% | +16.1% | -22.5% | -14.6% |
| YTD | +39.7% | -5.3% | +45.0% | +37.8% |
| 1Y | +78.1% | +24.9% | +53.2% | +54.8% |
| 3Y | -29.5% | +97.5% | -127.0% | -54.8% |
| 5Y | +65.3% | +20.4% | +44.9% | +11.5% |
| All | -41.2% | -10.0% | -31.2% | -68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling