-15.3%
RIG vs PR
+95.8%
-111.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.2% | +2.9% | +3.0% |
| 7D | +5.7% | +6.0% | -0.3% | +0.1% |
| 30D | -0.7% | -4.2% | +3.5% | +4.0% |
| 3M | -3.1% | +10.0% | -13.1% | -11.1% |
| 6M | -16.3% | +15.6% | -31.9% | -27.0% |
| YTD | +34.1% | +68.2% | -34.0% | -19.1% |
| 1Y | +38.2% | +79.2% | -41.0% | -21.8% |
| 3Y | -15.3% | +94.9% | -110.2% | -57.3% |
| All | -15.3% | +95.8% | -111.1% | -57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling