-16.3%
RIG vs S
+41.8%
-58.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.2% |
| 7D | +5.7% | +2.0% | +3.7% | +5.5% |
| 30D | -0.7% | -2.7% | +2.0% | -0.1% |
| 3M | -3.1% | -6.9% | +3.7% | -1.6% |
| 6M | -16.3% | +38.1% | -54.4% | -17.3% |
| All | -16.3% | +41.8% | -58.1% | -17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling