-54.6%
RIG vs REPL
-17.3%
-37.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.4% | +9.4% | +1.7% |
| 7D | -4.2% | -13.4% | +9.3% | -3.2% |
| 30D | -0.7% | -3.0% | +2.3% | -0.7% |
| 3M | -4.0% | +56.3% | -60.3% | -10.2% |
| 6M | -6.3% | +60.9% | -67.2% | -18.9% |
| YTD | +39.7% | +36.2% | +3.5% | +22.4% |
| 1Y | +78.1% | +121.0% | -42.9% | +41.6% |
| 3Y | -29.5% | -32.8% | +3.4% | -48.7% |
| 5Y | +65.3% | -58.7% | +124.0% | +26.4% |
| All | -54.6% | -17.3% | -37.4% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded REPL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling