-41.2%
RIG vs ROP
+135.7%
-176.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.3% |
| 7D | -4.2% | -8.0% | +3.8% | +1.2% |
| 30D | -0.7% | -2.7% | +2.0% | +0.9% |
| 3M | -4.0% | +16.6% | -20.6% | -15.3% |
| 6M | -6.3% | +10.4% | -16.7% | -14.7% |
| YTD | +39.7% | -12.1% | +51.8% | +47.9% |
| 1Y | +78.1% | -23.6% | +101.7% | +108.0% |
| 3Y | -29.5% | -19.3% | -10.1% | -21.7% |
| 5Y | +65.3% | -15.4% | +80.7% | +70.4% |
| All | -41.2% | +135.7% | -176.9% | -71.0% |
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