-86.5%
RIG vs MET
+1,269.7%
-1,356.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.6% | -0.5% |
| 7D | -2.7% | +1.1% | -3.8% | -3.3% |
| 30D | +9.5% | -2.3% | +11.8% | +10.5% |
| 3M | -6.6% | +13.9% | -20.5% | -12.8% |
| 6M | -2.9% | +34.8% | -37.7% | -16.9% |
| YTD | +39.5% | +23.5% | +15.9% | +24.3% |
| 1Y | +82.3% | +23.4% | +58.9% | +61.9% |
| 3Y | -29.6% | +64.9% | -94.5% | -45.3% |
| 5Y | +63.2% | +82.0% | -18.9% | +22.9% |
| 10Y | -45.0% | +244.4% | -289.3% | -64.7% |
| All | -86.5% | +1,269.7% | -1,356.2% | -94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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