+42.0%
RIG vs MNDY
-53.2%
+95.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.4% |
| 7D | -8.2% | -14.1% | +5.9% | -6.2% |
| 30D | -0.2% | -8.5% | +8.3% | +0.7% |
| 3M | -2.7% | -2.5% | -0.2% | -3.4% |
| 6M | -7.5% | +0.1% | -7.5% | -9.1% |
| YTD | +38.3% | -45.0% | +83.3% | +47.7% |
| 1Y | +81.8% | -58.1% | +140.0% | +101.5% |
| 3Y | -30.2% | -52.6% | +22.4% | -25.7% |
| 5Y | +59.9% | -79.3% | +139.2% | +67.3% |
| All | +42.0% | -53.2% | +95.2% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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