+59.9%
RIG vs S
-71.9%
+131.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -8.2% | -1.2% | -7.0% | -8.1% |
| 30D | -0.2% | -12.6% | +12.4% | +1.2% |
| 3M | -2.7% | +27.6% | -30.3% | -6.5% |
| 6M | -7.5% | +35.5% | -42.9% | -12.0% |
| YTD | +38.3% | +29.6% | +8.7% | +31.9% |
| 1Y | +81.8% | +8.1% | +73.7% | +76.9% |
| 3Y | -30.2% | +14.8% | -45.0% | -34.1% |
| 5Y | +59.9% | -70.6% | +130.5% | +57.4% |
| All | +59.9% | -71.9% | +131.8% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling