-42.2%
RIG vs TRU
+147.2%
-189.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.2% |
| 7D | -3.1% | -2.7% | -0.3% | -1.9% |
| 30D | -0.5% | -2.0% | +1.5% | +0.1% |
| 3M | -6.0% | +18.4% | -24.4% | -14.9% |
| 6M | -10.1% | +8.9% | -19.0% | -16.6% |
| YTD | +37.3% | -8.9% | +46.2% | +36.7% |
| 1Y | +73.9% | -15.9% | +89.8% | +79.0% |
| 3Y | -30.2% | -1.1% | -29.1% | -37.6% |
| 5Y | +62.5% | -35.2% | +97.7% | +82.3% |
| All | -42.2% | +147.2% | -189.4% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling