-16.3%
RIG vs PLTD
-34.3%
+18.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +2.0% | +4.3% |
| 7D | +5.7% | -4.8% | +10.5% | +5.3% |
| 30D | -0.7% | +16.9% | -17.6% | -0.1% |
| 3M | -3.1% | +2.6% | -5.8% | -2.7% |
| 6M | -16.3% | -36.2% | +19.9% | -17.1% |
| All | -16.3% | -34.3% | +18.0% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 6mo: compounded portfolio wealth divided by compounded PLTD 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…
6mo analysis · Full analysis span regression · 6 months rolling