-47.9%
RIG vs ROP
+185.2%
-233.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.7% | +3.9% |
| 7D | +5.7% | +0.7% | +5.0% | +5.3% |
| 30D | -0.7% | +28.8% | -29.5% | -16.5% |
| 3M | -3.1% | +21.1% | -24.2% | -15.6% |
| 6M | -16.3% | +52.5% | -68.8% | -38.9% |
| YTD | +34.1% | +8.9% | +25.3% | +22.3% |
| 1Y | +38.2% | +8.2% | +29.9% | +26.4% |
| 3Y | -15.3% | -5.2% | -10.1% | -15.4% |
| 5Y | +62.5% | +1.7% | +60.7% | +48.7% |
| All | -47.9% | +185.2% | -233.1% | -77.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling