-45.0%
RIG vs RF
+334.9%
-379.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -0.6% |
| 7D | -2.7% | +2.7% | -5.4% | -4.8% |
| 30D | +9.5% | -3.4% | +12.9% | +12.3% |
| 3M | -6.6% | +6.4% | -13.0% | -12.4% |
| 6M | -2.9% | +13.4% | -16.3% | -14.8% |
| YTD | +39.5% | +14.2% | +25.2% | +20.8% |
| 1Y | +82.3% | +15.7% | +66.6% | +54.8% |
| 3Y | -29.6% | +91.3% | -120.9% | -62.7% |
| 5Y | +63.2% | +89.8% | -26.6% | -17.8% |
| 10Y | -45.0% | +336.7% | -381.7% | -83.7% |
| All | -45.0% | +334.9% | -379.9% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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