-18.7%
RIG vs PL
+540.6%
-559.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.6% |
| 7D | +4.3% | +22.3% | -17.9% | +1.3% |
| 30D | -5.8% | -8.3% | +2.5% | -5.1% |
| 3M | -6.7% | -43.3% | +36.6% | -0.1% |
| 6M | -18.7% | -65.8% | +47.2% | -8.1% |
| YTD | +28.8% | -29.5% | +58.3% | +27.6% |
| 1Y | +28.8% | +11.7% | +17.1% | +17.2% |
| All | -18.7% | +540.6% | -559.2% | -53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling