-29.4%
RIG vs SUI
+4,038.8%
-4,068.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.8% |
| 7D | -2.6% | -2.4% | -0.1% | -1.8% |
| 30D | -5.2% | +3.3% | -8.5% | -6.7% |
| 3M | -8.6% | +0.7% | -9.3% | -9.4% |
| 6M | -18.9% | -4.1% | -14.8% | -18.7% |
| YTD | +28.6% | -1.8% | +30.4% | +27.5% |
| 1Y | +25.5% | -4.1% | +29.6% | +25.5% |
| 3Y | -20.2% | +17.4% | -37.5% | -26.8% |
| 5Y | +53.9% | -27.0% | +80.9% | +64.0% |
| 10Y | -48.8% | +121.2% | -170.0% | -64.1% |
| All | -29.4% | +4,038.8% | -4,068.2% | -76.5% |
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