-47.9%
RIG vs M
-7.1%
-40.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +3.5% |
| 7D | +5.7% | +7.0% | -1.3% | +2.7% |
| 30D | -0.7% | +8.9% | -9.6% | -5.1% |
| 3M | -3.1% | +4.5% | -7.6% | -6.6% |
| 6M | -16.3% | +36.2% | -52.5% | -29.0% |
| YTD | +34.1% | +15.1% | +19.0% | +20.4% |
| 1Y | +38.2% | +27.4% | +10.7% | +18.0% |
| 3Y | -15.3% | +160.1% | -175.4% | -52.0% |
| 5Y | +62.5% | -1.6% | +64.0% | +25.8% |
| All | -47.9% | -7.1% | -40.8% | -73.7% |
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