-30.2%
RIG vs ROK
+51.1%
-81.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.4% |
| 7D | -3.1% | -1.2% | -1.8% | -2.6% |
| 30D | -0.5% | -4.8% | +4.3% | +1.4% |
| 3M | -6.0% | -6.1% | +0.1% | -4.5% |
| 6M | -10.1% | +15.5% | -25.6% | -19.3% |
| YTD | +37.3% | +11.2% | +26.1% | +25.5% |
| 1Y | +73.9% | +23.8% | +50.1% | +49.4% |
| 3Y | -30.2% | +53.1% | -83.3% | -49.5% |
| All | -30.2% | +51.1% | -81.2% | -49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling