-45.0%
RIG vs PR
+101.2%
-146.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.8% | -2.2% |
| 7D | -2.7% | -0.6% | -2.1% | -2.4% |
| 30D | +9.5% | +17.4% | -7.9% | -0.1% |
| 3M | -6.6% | +21.8% | -28.4% | -16.7% |
| 6M | -2.9% | +27.6% | -30.5% | -15.7% |
| YTD | +39.5% | +71.4% | -32.0% | +2.5% |
| 1Y | +82.3% | +78.3% | +4.0% | +30.8% |
| 3Y | -29.6% | +85.5% | -115.1% | -49.1% |
| 5Y | +63.2% | +422.7% | -359.5% | -32.1% |
| 10Y | -45.0% | +87.1% | -132.1% | -66.4% |
| All | -45.0% | +101.2% | -146.2% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling