-16.3%
RIG vs RBA
-6.6%
-9.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +4.3% |
| 7D | +5.7% | +1.7% | +4.0% | +6.0% |
| 30D | -0.7% | +8.3% | -9.1% | +0.3% |
| 3M | -3.1% | +10.5% | -13.7% | -2.3% |
| 6M | -16.3% | -5.9% | -10.4% | -21.5% |
| All | -16.3% | -6.6% | -9.8% | -21.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling