-8.2%
RIG vs PR
+31.3%
-39.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -1.6% |
| 7D | +0.9% | +2.9% | -2.0% | -1.2% |
| 30D | +13.8% | +18.0% | -4.2% | +0.6% |
| 3M | -6.4% | +16.9% | -23.3% | -17.1% |
| 6M | -8.2% | +28.2% | -36.4% | -26.0% |
| All | -8.2% | +31.3% | -39.4% | -26.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling