+60.1%
RIG vs PL
+46.6%
+13.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +14.5% | -15.8% | -3.5% |
| 7D | -17.0% | +10.9% | -27.9% | -18.5% |
| 30D | -6.2% | -16.4% | +10.2% | -4.1% |
| 3M | -1.7% | -39.9% | +38.2% | +5.1% |
| 6M | -19.2% | -63.2% | +44.0% | -8.6% |
| YTD | +25.2% | -27.1% | +52.3% | +23.6% |
| 1Y | +29.9% | +12.2% | +17.7% | +17.7% |
| 3Y | -21.3% | +584.3% | -605.6% | -54.2% |
| 5Y | +40.5% | +37.0% | +3.5% | -2.4% |
| All | +60.1% | +46.6% | +13.4% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling