-31.3%
RIG vs SUI
+4,110.5%
-4,141.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.3% |
| 7D | -17.0% | +3.0% | -20.0% | -18.0% |
| 30D | -6.2% | +5.6% | -11.7% | -8.4% |
| 3M | -1.7% | +0.9% | -2.6% | -2.7% |
| 6M | -19.2% | -2.6% | -16.6% | -19.4% |
| YTD | +25.2% | -0.1% | +25.3% | +23.4% |
| 1Y | +29.9% | -1.4% | +31.3% | +28.7% |
| 3Y | -21.3% | +19.8% | -41.1% | -28.3% |
| 5Y | +40.5% | -25.8% | +66.2% | +48.8% |
| 10Y | -49.6% | +118.1% | -167.7% | -64.4% |
| All | -31.3% | +4,110.5% | -4,141.8% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling