-47.5%
RIG vs RF
+559.5%
-606.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -2.1% |
| 7D | -17.0% | -0.1% | -16.9% | -17.0% |
| 30D | -6.2% | +7.0% | -13.2% | -8.5% |
| 3M | -1.7% | -7.0% | +5.3% | +0.6% |
| 6M | -19.2% | +6.8% | -26.0% | -21.6% |
| YTD | +25.2% | +9.9% | +15.3% | +19.8% |
| 1Y | +29.9% | +21.1% | +8.8% | +20.0% |
| 3Y | -21.3% | +119.6% | -140.9% | -40.4% |
| 5Y | +40.5% | +46.2% | -5.7% | +21.7% |
| 10Y | -49.6% | +261.5% | -311.1% | -63.9% |
| All | -47.5% | +559.5% | -606.9% | -71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling