-29.6%
RIG vs S
+13.8%
-43.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.7% | -1.2% |
| 7D | -2.7% | -5.8% | +3.1% | -1.9% |
| 30D | +9.5% | -9.2% | +18.7% | +10.6% |
| 3M | -6.6% | +23.4% | -30.0% | -10.4% |
| 6M | -2.9% | +36.9% | -39.8% | -8.7% |
| YTD | +39.5% | +29.5% | +9.9% | +31.8% |
| 1Y | +82.3% | +5.4% | +76.9% | +77.1% |
| 3Y | -29.6% | +14.7% | -44.3% | -30.9% |
| All | -29.6% | +13.8% | -43.3% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling