+28.6%
RIG vs M
+25.0%
+3.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.5% |
| 7D | -2.6% | -3.3% | +0.7% | -2.6% |
| 30D | -5.2% | +8.1% | -13.3% | -4.7% |
| 3M | -8.6% | +2.2% | -10.8% | -7.8% |
| 6M | -18.9% | +35.1% | -54.1% | -19.8% |
| YTD | +28.6% | +15.8% | +12.7% | +30.4% |
| All | +28.6% | +25.0% | +3.5% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling