-18.8%
RIG vs ROL
+4.8%
-23.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -2.6% | +0.8% | -3.3% | -2.4% |
| 30D | -5.2% | +20.6% | -25.8% | -3.3% |
| 3M | -8.6% | +4.5% | -13.1% | -7.5% |
| 6M | -18.9% | -26.5% | +7.6% | -18.8% |
| YTD | +28.6% | -34.8% | +63.4% | +27.9% |
| 1Y | +25.5% | -33.2% | +58.7% | +25.1% |
| All | -18.8% | +4.8% | -23.6% | -14.9% |
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 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