+56.2%
RIG vs MKTX
-60.5%
+116.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.7% |
| 3M | -6.0% | +40.8% | -46.8% | -13.2% |
| 6M | -10.1% | -8.0% | -2.1% | -8.6% |
| YTD | +37.3% | -8.7% | +46.0% | +39.7% |
| 1Y | +73.9% | -11.8% | +85.8% | +78.0% |
| 3Y | -30.2% | -24.0% | -6.1% | -28.4% |
| All | +56.2% | -60.5% | +116.7% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling