-40.5%
RIG vs ROL
+4,119.8%
-4,160.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | +0.9% | -1.4% | +2.3% | +1.3% |
| 30D | +13.8% | -4.1% | +17.9% | +15.2% |
| 3M | -6.4% | -22.5% | +16.1% | +1.1% |
| 6M | -8.2% | -37.7% | +29.5% | +6.4% |
| YTD | +41.6% | -39.6% | +81.2% | +65.0% |
| 1Y | +88.7% | -36.0% | +124.7% | +114.7% |
| 3Y | -30.9% | -5.1% | -25.7% | -32.8% |
| 5Y | +57.7% | -3.4% | +61.1% | +49.7% |
| 10Y | -39.3% | +215.2% | -254.5% | -61.9% |
| All | -40.5% | +4,119.8% | -4,160.3% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling