+55.2%
RIG vs RF
+89.8%
-34.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.8% | -2.8% |
| 7D | +0.9% | +1.3% | -0.5% | 0.0% |
| 30D | +13.8% | -3.6% | +17.4% | +16.3% |
| 3M | -6.4% | +8.1% | -14.5% | -11.8% |
| 6M | -8.2% | +11.5% | -19.6% | -16.0% |
| YTD | +41.6% | +15.6% | +26.1% | +25.7% |
| 1Y | +88.7% | +15.7% | +73.0% | +66.4% |
| 3Y | -30.9% | +86.9% | -117.7% | -56.8% |
| All | +55.2% | +89.8% | -34.6% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling