+39.7%
RIG vs ROK
+25.3%
+14.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.6% | -7.1% | -7.6% |
| 7D | -18.8% | 0.0% | -18.8% | -18.8% |
| 30D | -1.1% | -2.5% | +1.4% | -1.1% |
| 3M | +4.4% | 0.0% | +4.4% | +4.4% |
| 6M | -20.8% | +11.6% | -32.4% | -22.4% |
| YTD | +32.0% | +15.2% | +16.8% | +26.6% |
| 1Y | +39.7% | +25.0% | +14.7% | +24.7% |
| All | +39.7% | +25.3% | +14.5% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling