-39.8%
RIG vs PR
+169.5%
-209.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -1.9% |
| 7D | +0.9% | +2.9% | -2.0% | -0.8% |
| 30D | +13.8% | +18.0% | -4.2% | +3.6% |
| 3M | -6.4% | +16.9% | -23.3% | -14.4% |
| 6M | -8.2% | +28.2% | -36.4% | -20.4% |
| YTD | +41.6% | +69.3% | -27.7% | +5.1% |
| 1Y | +88.7% | +69.5% | +19.2% | +39.7% |
| 3Y | -30.9% | +81.7% | -112.5% | -49.3% |
| 5Y | +57.7% | +422.2% | -364.6% | -33.7% |
| 10Y | -39.3% | +110.4% | -149.6% | -59.8% |
| All | -39.8% | +169.5% | -209.3% | -52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling