+56.2%
RIG vs SRE
+45.6%
+10.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.3% |
| 7D | -3.1% | -0.8% | -2.2% | -2.7% |
| 30D | -0.5% | -3.0% | +2.5% | +0.9% |
| 3M | -6.0% | -8.3% | +2.3% | -1.5% |
| 6M | -10.1% | -8.9% | -1.2% | -5.9% |
| YTD | +37.3% | -4.3% | +41.6% | +39.5% |
| 1Y | +73.9% | +2.7% | +71.2% | +69.9% |
| 3Y | -30.2% | +28.7% | -58.8% | -44.5% |
| All | +56.2% | +45.6% | +10.6% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling