+34.4%
RIG vs PR
+80.1%
-45.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +1.1% |
| 7D | -24.5% | -16.4% | -8.1% | -11.8% |
| 30D | -2.8% | -1.9% | -0.9% | 0.0% |
| 3M | +1.6% | +8.0% | -6.4% | -3.0% |
| 6M | -15.9% | +4.1% | -20.0% | -17.8% |
| YTD | +26.9% | +58.7% | -31.8% | -11.0% |
| 1Y | +34.4% | +75.8% | -41.5% | -14.9% |
| All | +34.4% | +80.1% | -45.7% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling