-28.9%
RIG vs SRE
+29.3%
-58.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.5% |
| 7D | -4.2% | -0.7% | -3.5% | -3.9% |
| 30D | -0.7% | -1.7% | +1.0% | -0.2% |
| 3M | -4.0% | -7.1% | +3.1% | -1.1% |
| 6M | -6.3% | -8.4% | +2.0% | -3.1% |
| YTD | +39.7% | -3.5% | +43.2% | +41.3% |
| 1Y | +78.1% | +5.4% | +72.7% | +73.9% |
| All | -28.9% | +29.3% | -58.2% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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