-15.3%
RIG vs SUI
+18.2%
-33.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +4.0% |
| 7D | +5.7% | -1.5% | +7.2% | +5.9% |
| 30D | -0.7% | +3.7% | -4.5% | -1.4% |
| 3M | -3.1% | -0.4% | -2.8% | -3.2% |
| 6M | -16.3% | -2.8% | -13.5% | -16.1% |
| YTD | +34.1% | -1.6% | +35.7% | +33.5% |
| 1Y | +38.2% | -2.1% | +40.2% | +37.7% |
| 3Y | -15.3% | +18.5% | -33.8% | -26.3% |
| All | -15.3% | +18.2% | -33.5% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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