+17.7%
RIG vs S
-51.5%
+69.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.3% | +6.5% | +1.0% |
| 7D | +4.3% | +4.1% | +0.3% | +3.7% |
| 30D | -5.8% | -7.2% | +1.3% | -5.0% |
| 3M | -6.7% | 0.0% | -6.6% | -7.2% |
| 6M | -18.7% | +41.6% | -60.3% | -23.0% |
| YTD | +28.8% | +48.6% | -19.8% | +20.4% |
| 1Y | +28.8% | +30.0% | -1.2% | +22.3% |
| 3Y | -20.0% | +42.2% | -62.2% | -26.5% |
| 5Y | +56.0% | -70.8% | +126.8% | +53.1% |
| All | +17.7% | -51.5% | +69.2% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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