-48.8%
RIG vs RBA
+209.3%
-258.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | -2.6% | +0.6% | -3.2% | -2.8% |
| 30D | -5.2% | +9.0% | -14.1% | -8.7% |
| 3M | -8.6% | +7.2% | -15.8% | -11.6% |
| 6M | -18.9% | -7.8% | -11.2% | -18.2% |
| YTD | +28.6% | -6.4% | +34.9% | +27.4% |
| 1Y | +25.5% | -4.2% | +29.7% | +22.9% |
| 3Y | -20.2% | +64.1% | -84.2% | -38.5% |
| 5Y | +53.9% | +48.4% | +5.5% | +19.2% |
| 10Y | -48.8% | +209.9% | -258.7% | -74.7% |
| All | -48.8% | +209.3% | -258.1% | -74.7% |
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