-54.0%
RIG vs REPL
-6.0%
-48.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.7% |
| 7D | +0.9% | -3.0% | +3.8% | +1.1% |
| 30D | +13.8% | +27.1% | -13.3% | +11.6% |
| 3M | -6.4% | +52.4% | -58.8% | -12.3% |
| 6M | -8.2% | +107.4% | -115.6% | -22.3% |
| YTD | +41.6% | +54.7% | -13.1% | +23.0% |
| 1Y | +88.7% | +158.9% | -70.2% | +48.1% |
| 3Y | -30.9% | -23.7% | -7.1% | -50.2% |
| 5Y | +57.7% | -54.3% | +112.0% | +20.3% |
| All | -54.0% | -6.0% | -48.0% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling