-82.3%
RIG vs MKTX
+1,443.5%
-1,525.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -4.2% | -0.2% | -4.0% | -4.1% |
| 30D | -0.7% | +0.8% | -1.5% | -0.9% |
| 3M | -4.0% | +41.1% | -45.1% | -11.2% |
| 6M | -6.3% | -9.5% | +3.2% | -5.4% |
| YTD | +39.7% | -8.7% | +48.4% | +40.8% |
| 1Y | +78.1% | -10.0% | +88.0% | +79.5% |
| 3Y | -29.5% | -24.6% | -4.9% | -27.9% |
| 5Y | +65.3% | -60.3% | +125.6% | +89.0% |
| 10Y | -41.3% | +5.0% | -46.3% | -49.0% |
| All | -82.3% | +1,443.5% | -1,525.8% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling