+73.9%
RIG vs ROL
-37.8%
+111.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.7% |
| 7D | -3.1% | -3.2% | +0.1% | -3.2% |
| 30D | -0.5% | -4.9% | +4.4% | -0.7% |
| 3M | -6.0% | -25.8% | +19.9% | -6.3% |
| 6M | -10.1% | -37.6% | +27.4% | -10.7% |
| YTD | +37.3% | -41.5% | +78.8% | +36.2% |
| 1Y | +73.9% | -39.5% | +113.4% | +69.4% |
| All | +73.9% | -37.8% | +111.7% | +69.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling