-18.9%
RIG vs P
+28.5%
-47.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.9% | +2.1% |
| 7D | -2.6% | -4.7% | +2.1% | -2.2% |
| 30D | -5.2% | -31.4% | +26.2% | -3.8% |
| 3M | -8.6% | -2.6% | -6.0% | -8.0% |
| 6M | -18.9% | +21.9% | -40.9% | -19.4% |
| All | -18.9% | +28.5% | -47.4% | -19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling