-62.9%
RIG vs P
+485.4%
-548.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -3.3% |
| 7D | +0.9% | +6.5% | -5.7% | -1.3% |
| 30D | +13.8% | +18.8% | -5.0% | +6.7% |
| 3M | -6.4% | +26.7% | -33.1% | -15.2% |
| 6M | -8.2% | +62.2% | -70.3% | -24.8% |
| YTD | +41.6% | +48.5% | -6.9% | +18.2% |
| 1Y | +88.7% | +26.4% | +62.3% | +61.2% |
| 3Y | -30.9% | +159.4% | -190.3% | -59.2% |
| 5Y | +57.7% | +275.8% | -218.1% | -22.7% |
| 10Y | -39.3% | +732.0% | -771.3% | -77.6% |
| All | -62.9% | +485.4% | -548.2% | -86.5% |
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