-50.0%
RIG vs RF
+219.4%
-269.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.6% |
| 7D | +4.3% | +0.4% | +4.0% | +3.9% |
| 30D | -5.8% | +5.6% | -11.4% | -10.3% |
| 3M | -6.7% | -8.9% | +2.2% | 0.0% |
| 6M | -18.7% | +7.1% | -25.7% | -24.8% |
| YTD | +28.8% | +8.3% | +20.5% | +15.9% |
| 1Y | +28.8% | +16.8% | +12.0% | +8.1% |
| 3Y | -20.0% | +115.0% | -135.0% | -61.7% |
| 5Y | +56.0% | +46.4% | +9.6% | -1.5% |
| All | -50.0% | +219.4% | -269.4% | -82.4% |
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