-29.6%
RIG vs MSCI
+4.4%
-34.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.2% | -0.9% |
| 7D | -2.7% | -2.1% | -0.6% | -2.4% |
| 30D | +9.5% | -1.7% | +11.2% | +9.7% |
| 3M | -6.6% | -8.2% | +1.6% | -5.7% |
| 6M | -2.9% | -2.4% | -0.4% | -3.5% |
| YTD | +39.5% | -2.8% | +42.3% | +37.9% |
| 1Y | +82.3% | -2.7% | +84.9% | +79.5% |
| 3Y | -29.6% | +7.3% | -36.9% | -37.2% |
| All | -29.6% | +4.4% | -34.0% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 3y: compounded portfolio wealth divided by compounded MSCI 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…
3y analysis · Full analysis span regression · 6 months rolling