-53.2%
RIG vs RUN
-32.6%
-20.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | 0.0% |
| 7D | -8.2% | -1.8% | -6.4% | -7.9% |
| 30D | -0.2% | -10.8% | +10.7% | +1.9% |
| 3M | -2.7% | -30.2% | +27.4% | +2.8% |
| 6M | -7.5% | -22.3% | +14.9% | -5.7% |
| YTD | +38.3% | -52.2% | +90.4% | +51.6% |
| 1Y | +81.8% | -45.1% | +127.0% | +90.4% |
| 3Y | -30.2% | -37.1% | +6.9% | -44.9% |
| 5Y | +59.9% | -80.3% | +140.2% | +50.0% |
| 10Y | -41.9% | +45.2% | -87.1% | -70.9% |
| All | -53.2% | -32.6% | -20.6% | -76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling