+78.3%
RIG vs PL
+81.7%
-3.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.3% |
| 7D | -2.7% | -7.5% | +4.8% | -1.5% |
| 30D | +9.5% | -25.6% | +35.1% | +14.3% |
| 3M | -6.6% | -45.6% | +39.0% | +1.4% |
| 6M | -2.9% | -29.5% | +26.7% | -1.5% |
| YTD | +39.5% | -9.7% | +49.2% | +34.5% |
| 1Y | +82.3% | +84.4% | -2.1% | +53.2% |
| 3Y | -29.6% | +550.0% | -579.6% | -58.1% |
| 5Y | +63.2% | +79.0% | -15.8% | +7.1% |
| All | +78.3% | +81.7% | -3.4% | +15.8% |
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