-67.2%
RIG vs P
+504.9%
-572.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.3% | -7.6% | -3.3% |
| 7D | -17.0% | -9.6% | -7.4% | -14.7% |
| 30D | -6.2% | -33.4% | +27.3% | +5.2% |
| 3M | -1.7% | +14.2% | -15.9% | -8.4% |
| 6M | -19.2% | +31.6% | -50.8% | -30.1% |
| YTD | +25.2% | +53.5% | -28.3% | +1.5% |
| 1Y | +29.9% | +14.2% | +15.7% | +13.0% |
| 3Y | -21.3% | +190.5% | -211.8% | -56.2% |
| 5Y | +40.5% | +256.3% | -215.9% | -30.8% |
| 10Y | -49.6% | +707.9% | -757.4% | -81.7% |
| All | -67.2% | +504.9% | -572.1% | -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