-50.7%
RIG vs RF
+248.4%
-299.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.8% |
| 7D | -12.2% | +0.3% | -12.6% | -12.6% |
| 30D | -6.0% | +6.2% | -12.2% | -10.9% |
| 3M | -9.4% | -7.8% | -1.6% | -3.8% |
| 6M | -19.1% | +5.9% | -25.0% | -24.6% |
| YTD | +25.4% | +9.0% | +16.4% | +12.3% |
| 1Y | +23.3% | +19.3% | +4.1% | +1.8% |
| 3Y | -22.1% | +116.4% | -138.5% | -62.8% |
| 5Y | +50.1% | +46.0% | +4.1% | -4.7% |
| 10Y | -50.7% | +239.8% | -290.5% | -82.8% |
| All | -50.7% | +248.4% | -299.0% | -82.8% |
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