-65.7%
RIG vs RACE
+658.2%
-723.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -2.6% | -3.9% | +1.3% | -0.8% |
| 30D | -5.2% | +6.8% | -12.0% | -8.6% |
| 3M | -8.6% | +1.3% | -9.9% | -9.9% |
| 6M | -18.9% | +26.3% | -45.2% | -29.4% |
| YTD | +28.6% | +13.8% | +14.8% | +16.3% |
| 1Y | +25.5% | -0.5% | +26.0% | +21.6% |
| 3Y | -20.2% | +25.6% | -45.8% | -36.1% |
| 5Y | +53.9% | +67.6% | -13.7% | +1.2% |
| 10Y | -48.8% | +724.7% | -773.5% | -86.4% |
| All | -65.7% | +658.2% | -723.9% | -91.9% |
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