-48.8%
RIG vs P
+686.0%
-734.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.9% | +1.1% |
| 7D | -2.6% | -4.7% | +2.1% | -1.4% |
| 30D | -5.2% | -31.4% | +26.2% | +5.9% |
| 3M | -8.6% | -2.6% | -6.0% | -10.4% |
| 6M | -18.9% | +21.9% | -40.9% | -28.5% |
| YTD | +28.6% | +58.9% | -30.4% | +1.5% |
| 1Y | +25.5% | +21.7% | +3.8% | +5.8% |
| 3Y | -20.2% | +193.3% | -213.5% | -58.0% |
| 5Y | +53.9% | +275.1% | -221.2% | -31.1% |
| 10Y | -48.8% | +655.3% | -704.1% | -84.0% |
| All | -48.8% | +686.0% | -734.8% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling