+29.4%
RIG vs S
-56.8%
+86.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.9% |
| 7D | +0.9% | -7.7% | +8.6% | +1.8% |
| 30D | +13.8% | -5.3% | +19.1% | +14.3% |
| 3M | -6.4% | +20.3% | -26.7% | -9.2% |
| 6M | -8.2% | +47.4% | -55.5% | -13.6% |
| YTD | +41.6% | +32.5% | +9.1% | +34.8% |
| 1Y | +88.7% | +9.5% | +79.2% | +83.3% |
| 3Y | -30.9% | +15.5% | -46.4% | -34.7% |
| 5Y | +57.7% | -71.2% | +128.9% | +61.1% |
| All | +29.4% | -56.8% | +86.2% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling