-41.9%
RIG vs RACE
+783.2%
-825.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -8.2% | -2.6% | -5.6% | -7.1% |
| 30D | -0.2% | -1.1% | +0.9% | +0.3% |
| 3M | -2.7% | +12.5% | -15.3% | -9.1% |
| 6M | -7.5% | +17.4% | -24.9% | -16.3% |
| YTD | +38.3% | +10.1% | +28.1% | +28.5% |
| 1Y | +81.8% | -15.1% | +97.0% | +91.0% |
| 3Y | -30.2% | +38.9% | -69.1% | -47.1% |
| 5Y | +59.9% | +90.7% | -30.7% | -2.7% |
| 10Y | -41.9% | +801.8% | -843.8% | -80.3% |
| All | -41.9% | +783.2% | -825.1% | -80.3% |
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