-41.5%
RIG vs ROK
+10,489.8%
-10,531.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.5% | -1.0% |
| 7D | -2.7% | +2.8% | -5.5% | -4.0% |
| 30D | +9.5% | -2.4% | +11.9% | +10.7% |
| 3M | -6.6% | -4.7% | -1.9% | -5.7% |
| 6M | -2.9% | +16.8% | -19.6% | -13.0% |
| YTD | +39.5% | +11.4% | +28.1% | +27.7% |
| 1Y | +82.3% | +26.2% | +56.1% | +56.4% |
| 3Y | -29.6% | +51.9% | -81.4% | -46.3% |
| 5Y | +63.2% | +46.4% | +16.8% | +23.8% |
| 10Y | -45.0% | +343.5% | -388.5% | -73.3% |
| All | -41.5% | +10,489.8% | -10,531.3% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling