-46.0%
RIG vs M
+319.3%
-365.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.8% |
| 7D | -2.6% | -3.3% | +0.7% | -1.7% |
| 30D | -5.2% | +8.1% | -13.3% | -8.2% |
| 3M | -8.6% | +2.2% | -10.8% | -10.5% |
| 6M | -18.9% | +35.1% | -54.1% | -28.2% |
| YTD | +28.6% | +15.8% | +12.7% | +18.4% |
| 1Y | +25.5% | +25.8% | -0.3% | +12.2% |
| 3Y | -20.2% | +156.2% | -176.4% | -46.4% |
| 5Y | +53.9% | -2.4% | +56.3% | +30.0% |
| 10Y | -48.8% | -7.1% | -41.7% | -62.9% |
| All | -46.0% | +319.3% | -365.3% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling