+76.2%
RIG vs M
+31.3%
+44.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.5% |
| 7D | -8.2% | -4.1% | -4.1% | -7.9% |
| 30D | -0.2% | -13.6% | +13.4% | +1.0% |
| 3M | -2.7% | -2.3% | -0.4% | -3.3% |
| 6M | -7.5% | +21.9% | -29.4% | -11.6% |
| YTD | +38.3% | -0.6% | +38.9% | +38.4% |
| All | +76.2% | +31.3% | +44.9% | +55.8% |
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