-55.1%
RIG vs REPL
-9.7%
-45.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.7% |
| 7D | -8.2% | -9.6% | +1.4% | -7.5% |
| 30D | -0.2% | +5.7% | -5.9% | -0.7% |
| 3M | -2.7% | +56.4% | -59.1% | -9.0% |
| 6M | -7.5% | +67.4% | -74.9% | -20.0% |
| YTD | +38.3% | +48.7% | -10.4% | +20.4% |
| 1Y | +81.8% | +148.3% | -66.4% | +43.3% |
| 3Y | -30.2% | -26.7% | -3.5% | -49.5% |
| 5Y | +59.9% | -54.1% | +114.1% | +21.0% |
| All | -55.1% | -9.7% | -45.4% | -77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling