-41.2%
RIG vs RBA
+195.3%
-236.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.4% |
| 7D | -4.2% | -3.3% | -0.9% | -2.9% |
| 30D | -0.7% | -9.8% | +9.1% | +3.1% |
| 3M | -4.0% | -23.5% | +19.5% | +4.6% |
| 6M | -6.3% | -21.5% | +15.2% | +0.7% |
| YTD | +39.7% | -21.2% | +60.9% | +48.5% |
| 1Y | +78.1% | -30.2% | +108.3% | +98.6% |
| 3Y | -29.5% | +25.3% | -54.8% | -39.6% |
| 5Y | +65.3% | +35.1% | +30.2% | +31.4% |
| All | -41.2% | +195.3% | -236.4% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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