+25.5%
RIG vs PR
+73.4%
-47.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +0.1% |
| 7D | -2.6% | -0.5% | -2.1% | -2.1% |
| 30D | -5.2% | -4.6% | -0.6% | -0.4% |
| 3M | -8.6% | +4.7% | -13.3% | -10.8% |
| 6M | -18.9% | +12.4% | -31.4% | -25.5% |
| YTD | +28.6% | +62.9% | -34.3% | -13.3% |
| 1Y | +25.5% | +70.6% | -45.0% | -20.2% |
| All | +25.5% | +73.4% | -47.9% | -20.2% |
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