-47.9%
RIG vs ROL
+221.5%
-269.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.6% | +3.4% |
| 7D | +5.7% | +3.0% | +2.7% | +4.8% |
| 30D | -0.7% | +19.8% | -20.5% | -6.6% |
| 3M | -3.1% | +7.9% | -11.0% | -6.2% |
| 6M | -16.3% | -25.6% | +9.3% | -8.4% |
| YTD | +34.1% | -34.1% | +68.3% | +52.0% |
| 1Y | +38.2% | -31.4% | +69.5% | +54.1% |
| 3Y | -15.3% | +4.7% | -20.0% | -23.0% |
| 5Y | +62.5% | +15.6% | +46.9% | +37.9% |
| All | -47.9% | +221.5% | -269.4% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling