+73.9%
RIG vs S
+8.9%
+65.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -3.1% | -0.7% | -2.4% | -3.0% |
| 30D | -0.5% | -11.4% | +10.9% | +0.1% |
| 3M | -6.0% | +33.8% | -39.8% | -9.2% |
| 6M | -10.1% | +39.5% | -49.6% | -13.4% |
| YTD | +37.3% | +31.7% | +5.6% | +31.2% |
| 1Y | +73.9% | +7.0% | +66.9% | +62.8% |
| All | +73.9% | +8.9% | +65.0% | +62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling