-29.7%
RIG vs ROL
-1.5%
-28.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | -8.2% | -3.3% | -4.9% | -8.3% |
| 30D | -0.2% | -7.2% | +7.1% | -0.4% |
| 3M | -2.7% | -27.0% | +24.3% | -3.7% |
| 6M | -7.5% | -39.5% | +32.1% | -9.0% |
| YTD | +38.3% | -41.8% | +80.1% | +35.8% |
| 1Y | +81.8% | -38.9% | +120.7% | +79.0% |
| All | -29.7% | -1.5% | -28.2% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling