+63.2%
RIG vs M
+24.8%
+38.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.9% |
| 7D | -2.7% | +2.4% | -5.1% | -3.3% |
| 30D | +9.5% | -11.6% | +21.1% | +12.8% |
| 3M | -6.6% | +1.6% | -8.3% | -7.8% |
| 6M | -2.9% | +25.2% | -28.1% | -10.0% |
| YTD | +39.5% | +3.8% | +35.7% | +35.5% |
| 1Y | +82.3% | +36.3% | +45.9% | +63.5% |
| 3Y | -29.6% | +116.3% | -145.9% | -47.0% |
| 5Y | +63.2% | +28.2% | +35.0% | +30.7% |
| All | +63.2% | +24.8% | +38.3% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling