+40.9%
RIG vs PL
+20.8%
+20.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.4% | -7.6% | +1.2% |
| 7D | -24.5% | -6.8% | -17.7% | -23.7% |
| 30D | -2.8% | -29.3% | +26.5% | +2.0% |
| 3M | +1.6% | -44.8% | +46.3% | +10.1% |
| 6M | -15.9% | -68.4% | +52.5% | -2.6% |
| YTD | +26.9% | -36.4% | +63.2% | +28.1% |
| 1Y | +34.4% | +0.7% | +33.6% | +23.9% |
| 3Y | -21.2% | +455.3% | -476.5% | -52.4% |
| All | +40.9% | +20.8% | +20.1% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling