-60.6%
RIG vs PAAS
+1,002.0%
-1,062.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -2.0% |
| 7D | -17.0% | +8.8% | -25.9% | -18.7% |
| 30D | -6.2% | -8.5% | +2.3% | -4.9% |
| 3M | -1.7% | -17.0% | +15.3% | +1.4% |
| 6M | -19.2% | -27.9% | +8.7% | -14.7% |
| YTD | +25.2% | -17.5% | +42.7% | +26.5% |
| 1Y | +29.9% | +22.8% | +7.1% | +19.8% |
| 3Y | -21.3% | +224.2% | -245.5% | -43.3% |
| 5Y | +40.5% | +73.6% | -33.2% | +13.9% |
| 10Y | -49.6% | +186.4% | -235.9% | -66.8% |
| All | -60.6% | +1,002.0% | -1,062.6% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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