-88.8%
RIG vs TPR
+7,380.8%
-7,469.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +0.9% | -2.3% | +3.2% | +1.7% |
| 30D | +13.8% | -23.0% | +36.8% | +23.9% |
| 3M | -6.4% | -12.5% | +6.1% | -3.4% |
| 6M | -8.2% | -21.4% | +13.3% | -2.6% |
| YTD | +41.6% | -3.5% | +45.2% | +38.5% |
| 1Y | +88.7% | +17.4% | +71.4% | +70.9% |
| 3Y | -30.9% | +291.3% | -322.1% | -61.7% |
| 5Y | +57.7% | +241.9% | -184.2% | -11.9% |
| 10Y | -39.3% | +322.7% | -361.9% | -70.8% |
| All | -88.8% | +7,380.8% | -7,469.6% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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