-67.1%
RIG vs P
+499.9%
-567.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -12.2% | -13.3% | +1.1% | -8.6% |
| 30D | -6.0% | -34.0% | +28.0% | +5.6% |
| 3M | -9.4% | +4.1% | -13.5% | -13.2% |
| 6M | -19.1% | +30.5% | -49.5% | -29.8% |
| YTD | +25.4% | +52.2% | -26.8% | +1.9% |
| 1Y | +23.3% | +10.3% | +13.0% | +8.5% |
| 3Y | -22.1% | +180.9% | -203.0% | -56.1% |
| 5Y | +50.1% | +259.7% | -209.6% | -26.4% |
| 10Y | -50.7% | +652.6% | -703.3% | -81.9% |
| All | -67.1% | +499.9% | -567.0% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling