-40.5%
RIG vs M
+285.6%
-326.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -3.6% |
| 7D | +0.9% | +4.7% | -3.9% | -0.6% |
| 30D | +13.8% | -9.6% | +23.5% | +17.2% |
| 3M | -6.4% | +0.9% | -7.3% | -7.6% |
| 6M | -8.2% | +22.3% | -30.4% | -15.5% |
| YTD | +41.6% | +6.5% | +35.1% | +35.5% |
| 1Y | +88.7% | +38.8% | +49.9% | +65.1% |
| 3Y | -30.9% | +115.9% | -146.8% | -50.6% |
| 5Y | +57.7% | +28.6% | +29.1% | +21.5% |
| 10Y | -39.3% | -2.5% | -36.7% | -55.7% |
| All | -40.5% | +285.6% | -326.1% | -70.5% |
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