-40.5%
RIG vs ROP
+7,628.1%
-7,668.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.7% | -1.5% |
| 7D | +0.9% | -4.4% | +5.3% | +2.6% |
| 30D | +13.8% | +3.2% | +10.6% | +12.3% |
| 3M | -6.4% | +23.1% | -29.5% | -14.4% |
| 6M | -8.2% | +13.3% | -21.5% | -13.6% |
| YTD | +41.6% | -7.9% | +49.5% | +43.4% |
| 1Y | +88.7% | -22.1% | +110.8% | +103.0% |
| 3Y | -30.9% | -16.8% | -14.0% | -27.3% |
| 5Y | +57.7% | -13.5% | +71.2% | +61.8% |
| 10Y | -39.3% | +137.7% | -176.9% | -54.8% |
| All | -40.5% | +7,628.1% | -7,668.7% | -73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling