-50.7%
RIG vs RACE
+740.2%
-790.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -12.2% | +0.2% | -12.4% | -12.5% |
| 30D | -6.0% | +6.6% | -12.6% | -9.1% |
| 3M | -9.4% | +2.2% | -11.6% | -11.0% |
| 6M | -19.1% | +22.4% | -41.4% | -28.1% |
| YTD | +25.4% | +13.8% | +11.6% | +14.0% |
| 1Y | +23.3% | +2.2% | +21.1% | +18.2% |
| 3Y | -22.1% | +25.6% | -47.7% | -37.4% |
| 5Y | +50.1% | +71.0% | -20.8% | -2.0% |
| 10Y | -50.7% | +739.1% | -789.8% | -79.2% |
| All | -50.7% | +740.2% | -790.9% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling