+67.4%
RIG vs PL
+31.5%
+35.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.8% | +4.2% |
| 7D | +5.7% | +10.0% | -4.3% | +4.0% |
| 30D | -0.7% | -2.3% | +1.5% | -0.8% |
| 3M | -3.1% | -44.2% | +41.1% | +4.7% |
| 6M | -16.3% | -66.1% | +49.8% | -4.2% |
| YTD | +34.1% | -30.0% | +64.1% | +33.2% |
| 1Y | +38.2% | +21.0% | +17.1% | +23.6% |
| 3Y | -15.3% | +516.5% | -531.8% | -49.6% |
| All | +67.4% | +31.5% | +35.8% | +20.3% |
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