-66.6%
RIG vs RACE
+663.9%
-730.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | -17.0% | +3.9% | -20.9% | -18.7% |
| 30D | -6.2% | +7.4% | -13.6% | -9.8% |
| 3M | -1.7% | +1.6% | -3.3% | -3.3% |
| 6M | -19.2% | +23.3% | -42.5% | -28.8% |
| YTD | +25.2% | +14.7% | +10.5% | +12.9% |
| 1Y | +29.9% | +2.5% | +27.4% | +23.9% |
| 3Y | -21.3% | +28.0% | -49.3% | -37.7% |
| 5Y | +40.5% | +69.8% | -29.3% | -8.3% |
| 10Y | -49.6% | +734.9% | -784.4% | -86.7% |
| All | -66.6% | +663.9% | -730.5% | -92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling