+65.3%
RIG vs RUN
-81.3%
+146.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.3% |
| 7D | -4.2% | -3.4% | -0.8% | -3.7% |
| 30D | -0.7% | -14.0% | +13.3% | +1.4% |
| 3M | -4.0% | -27.5% | +23.5% | -0.4% |
| 6M | -6.3% | -29.0% | +22.6% | -3.6% |
| YTD | +39.7% | -53.1% | +92.8% | +50.5% |
| 1Y | +78.1% | -46.7% | +124.8% | +85.5% |
| 3Y | -29.5% | -38.3% | +8.9% | -41.5% |
| 5Y | +65.3% | -80.7% | +146.0% | +62.2% |
| All | +65.3% | -81.3% | +146.6% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling