-42.0%
RIG vs OMC
+2,858.7%
-2,900.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +0.9% |
| 7D | -8.2% | -4.2% | -4.0% | -6.3% |
| 30D | -0.2% | -7.5% | +7.3% | +3.3% |
| 3M | -2.7% | +4.6% | -7.4% | -6.7% |
| 6M | -7.5% | -4.8% | -2.6% | -7.3% |
| YTD | +38.3% | -1.0% | +39.3% | +33.2% |
| 1Y | +81.8% | +3.8% | +78.0% | +69.0% |
| 3Y | -30.2% | +10.2% | -40.4% | -37.3% |
| 5Y | +59.9% | +29.7% | +30.2% | +29.8% |
| 10Y | -41.9% | +32.3% | -74.2% | -50.6% |
| All | -42.0% | +2,858.7% | -2,900.7% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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