-30.2%
RIG vs SU
+120.0%
-150.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -3.1% | +2.2% | -5.3% | -5.5% |
| 30D | -0.5% | +8.4% | -9.0% | -9.4% |
| 3M | -6.0% | +12.1% | -18.1% | -17.8% |
| 6M | -10.1% | +19.7% | -29.8% | -28.6% |
| YTD | +37.3% | +58.4% | -21.1% | -22.1% |
| 1Y | +73.9% | +67.2% | +6.7% | -7.5% |
| 3Y | -30.2% | +125.0% | -155.2% | -70.8% |
| All | -30.2% | +120.0% | -150.1% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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