+81.1%
RIG vs PL
+84.9%
-3.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.6% | -2.6% |
| 7D | +0.9% | -9.3% | +10.2% | +2.3% |
| 30D | +13.8% | -18.9% | +32.7% | +17.3% |
| 3M | -6.4% | -58.4% | +52.0% | +5.4% |
| 6M | -8.2% | -30.3% | +22.1% | -6.7% |
| YTD | +41.6% | -8.1% | +49.8% | +36.2% |
| 1Y | +88.7% | +180.5% | -91.8% | +45.4% |
| 3Y | -30.9% | +444.1% | -475.0% | -57.5% |
| 5Y | +57.7% | +83.0% | -25.3% | +3.0% |
| All | +81.1% | +84.9% | -3.8% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling