+22.6%
RIG vs S
-51.7%
+74.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.2% |
| 7D | +5.7% | +2.0% | +3.7% | +5.4% |
| 30D | -0.7% | -2.7% | +2.0% | -0.4% |
| 3M | -3.1% | -6.9% | +3.7% | -2.8% |
| 6M | -16.3% | +38.1% | -54.4% | -20.6% |
| YTD | +34.1% | +48.0% | -13.9% | +25.5% |
| 1Y | +38.2% | +34.5% | +3.7% | +30.5% |
| 3Y | -15.3% | +38.3% | -53.6% | -21.9% |
| 5Y | +62.5% | -70.9% | +133.4% | +59.5% |
| All | +22.6% | -51.7% | +74.3% | +17.2% |
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