-86.0%
RIG vs RBA
+3,565.6%
-3,651.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | +0.9% | -2.9% | +3.8% | +1.8% |
| 30D | +13.8% | -12.3% | +26.1% | +18.5% |
| 3M | -6.4% | -20.5% | +14.1% | -0.4% |
| 6M | -8.2% | -18.5% | +10.4% | -3.3% |
| YTD | +41.6% | -18.2% | +59.9% | +48.0% |
| 1Y | +88.7% | -27.5% | +116.2% | +104.7% |
| 3Y | -30.9% | +38.1% | -68.9% | -40.3% |
| 5Y | +57.7% | +44.8% | +12.9% | +30.2% |
| 10Y | -39.3% | +187.1% | -226.4% | -61.1% |
| All | -86.0% | +3,565.6% | -3,651.6% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling