-21.2%
RIG vs SUI
+15.1%
-36.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.9% |
| 7D | -24.5% | +6.2% | -30.7% | -25.2% |
| 30D | -2.8% | +8.6% | -11.4% | -4.2% |
| 3M | +1.6% | +1.0% | +0.6% | +1.3% |
| 6M | -15.9% | -2.6% | -13.3% | -15.6% |
| YTD | +26.9% | -0.1% | +27.0% | +26.0% |
| 1Y | +34.4% | +0.5% | +33.9% | +33.3% |
| 3Y | -21.2% | +15.3% | -36.5% | -28.9% |
| All | -21.2% | +15.1% | -36.3% | -28.9% |
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