-29.6%
RIG vs RBA
+29.1%
-58.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.4% | -1.1% |
| 7D | -2.7% | -1.1% | -1.7% | -2.5% |
| 30D | +9.5% | -13.2% | +22.7% | +12.8% |
| 3M | -6.6% | -21.4% | +14.7% | -2.8% |
| 6M | -2.9% | -20.9% | +18.0% | +0.7% |
| YTD | +39.5% | -19.9% | +59.3% | +42.4% |
| 1Y | +82.3% | -28.7% | +111.0% | +93.8% |
| 3Y | -29.6% | +27.4% | -57.0% | -36.1% |
| All | -29.6% | +29.1% | -58.6% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling