+37.8%
RIG vs Q
+74.5%
-36.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.6% |
| 7D | +4.3% | +11.5% | -7.2% | +2.7% |
| 30D | -5.8% | -0.2% | -5.7% | -6.1% |
| 3M | -6.7% | -13.6% | +6.9% | -5.2% |
| 6M | -18.7% | -27.0% | +8.4% | -15.6% |
| YTD | +28.8% | +50.5% | -21.7% | +10.4% |
| 1Y | +28.8% | +33.8% | -4.9% | +16.5% |
| All | +37.8% | +74.5% | -36.7% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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