+59.9%
RIG vs RBA
+39.8%
+20.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -8.2% | -1.9% | -6.3% | -7.7% |
| 30D | -0.2% | -13.0% | +12.8% | +3.5% |
| 3M | -2.7% | -23.1% | +20.4% | +3.3% |
| 6M | -7.5% | -22.6% | +15.1% | -2.2% |
| YTD | +38.3% | -20.4% | +58.6% | +43.7% |
| 1Y | +81.8% | -29.6% | +111.4% | +96.5% |
| 3Y | -30.2% | +26.6% | -56.7% | -37.9% |
| 5Y | +59.9% | +38.2% | +21.8% | +28.6% |
| All | +59.9% | +39.8% | +20.2% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling