-42.2%
RIG vs MKTX
+5.0%
-47.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | -3.1% | -0.2% | -2.8% | -3.0% |
| 30D | -0.5% | +0.7% | -1.3% | -0.6% |
| 3M | -6.0% | +40.8% | -46.8% | -10.8% |
| 6M | -10.1% | -8.0% | -2.1% | -9.5% |
| YTD | +37.3% | -8.7% | +46.0% | +38.3% |
| 1Y | +73.9% | -11.8% | +85.8% | +75.9% |
| 3Y | -30.2% | -24.0% | -6.1% | -28.9% |
| 5Y | +62.5% | -60.3% | +122.8% | +73.7% |
| All | -42.2% | +5.0% | -47.2% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling