-30.2%
RIG vs RUN
-39.0%
+8.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -3.1% | -3.7% | +0.6% | -2.7% |
| 30D | -0.5% | -13.0% | +12.5% | +0.8% |
| 3M | -6.0% | -31.8% | +25.8% | -2.9% |
| 6M | -10.1% | -32.2% | +22.1% | -7.9% |
| YTD | +37.3% | -53.5% | +90.8% | +44.8% |
| 1Y | +73.9% | -46.5% | +120.5% | +79.0% |
| 3Y | -30.2% | -37.6% | +7.4% | -36.5% |
| All | -30.2% | -39.0% | +8.8% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling