+39.7%
RIG vs ROP
+10.4%
+29.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.9% | -11.6% | -7.5% |
| 7D | -18.8% | +11.7% | -30.5% | -18.7% |
| 30D | -1.1% | +35.5% | -36.5% | -0.8% |
| 3M | +4.4% | +25.6% | -21.2% | +4.3% |
| 6M | -20.8% | +39.3% | -60.0% | -21.2% |
| YTD | +32.0% | +11.6% | +20.3% | +29.9% |
| 1Y | +39.7% | +10.6% | +29.1% | +37.9% |
| All | +39.7% | +10.4% | +29.3% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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