-85.9%
RIG vs SRE
+1,544.3%
-1,630.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.6% |
| 7D | -8.2% | +1.5% | -9.7% | -8.9% |
| 30D | -0.2% | +0.8% | -1.0% | -0.9% |
| 3M | -2.7% | -5.8% | +3.1% | +0.2% |
| 6M | -7.5% | -7.8% | +0.3% | -4.0% |
| YTD | +38.3% | -2.4% | +40.6% | +39.0% |
| 1Y | +81.8% | +8.9% | +72.9% | +72.6% |
| 3Y | -30.2% | +31.1% | -61.3% | -41.7% |
| 5Y | +59.9% | +48.6% | +11.3% | +25.4% |
| 10Y | -41.9% | +126.1% | -168.1% | -63.4% |
| All | -85.9% | +1,544.3% | -1,630.2% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling