-46.7%
RIG vs RF
+545.3%
-592.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | -24.5% | -0.9% | -23.6% | -24.3% |
| 30D | -2.8% | +6.0% | -8.8% | -4.8% |
| 3M | +1.6% | -8.9% | +10.4% | +4.7% |
| 6M | -15.9% | +2.3% | -18.2% | -17.1% |
| YTD | +26.9% | +7.6% | +19.3% | +22.3% |
| 1Y | +34.4% | +21.2% | +13.2% | +24.1% |
| 3Y | -21.2% | +108.5% | -129.7% | -39.2% |
| 5Y | +46.4% | +43.2% | +3.1% | +27.7% |
| 10Y | -45.8% | +288.1% | -333.9% | -61.7% |
| All | -46.7% | +545.3% | -592.1% | -70.4% |
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 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