+25.5%
RIG vs PL
+8.6%
+16.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.5% |
| 7D | -2.6% | +13.4% | -15.9% | -3.7% |
| 30D | -5.2% | -10.2% | +5.0% | -4.7% |
| 3M | -8.6% | -39.5% | +30.9% | -5.5% |
| 6M | -18.9% | -65.7% | +46.8% | -13.3% |
| YTD | +28.6% | -27.3% | +55.9% | +30.0% |
| 1Y | +25.5% | +15.0% | +10.5% | +23.0% |
| All | +25.5% | +8.6% | +16.9% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling