-40.5%
RIG vs RF
+593.4%
-634.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.8% | -2.8% |
| 7D | +0.9% | +1.3% | -0.5% | +0.4% |
| 30D | +13.8% | -3.6% | +17.4% | +15.2% |
| 3M | -6.4% | +8.1% | -14.5% | -9.3% |
| 6M | -8.2% | +11.5% | -19.6% | -12.3% |
| YTD | +41.6% | +15.6% | +26.1% | +33.4% |
| 1Y | +88.7% | +15.7% | +73.0% | +77.3% |
| 3Y | -30.9% | +86.9% | -117.7% | -44.8% |
| 5Y | +57.7% | +89.8% | -32.1% | +26.0% |
| 10Y | -39.3% | +344.7% | -383.9% | -58.6% |
| All | -40.5% | +593.4% | -634.0% | -67.7% |
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 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