-63.9%
RIG vs TRU
+226.0%
-289.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | -8.2% | -6.5% | -1.7% | -5.5% |
| 30D | -0.2% | -2.5% | +2.3% | +0.7% |
| 3M | -2.7% | +10.4% | -13.1% | -9.3% |
| 6M | -7.5% | +1.6% | -9.1% | -11.4% |
| YTD | +38.3% | -9.7% | +48.0% | +38.1% |
| 1Y | +81.8% | -17.3% | +99.1% | +88.3% |
| 3Y | -30.2% | -1.8% | -28.4% | -37.7% |
| 5Y | +59.9% | -36.2% | +96.2% | +78.9% |
| 10Y | -41.9% | +143.2% | -185.1% | -67.9% |
| All | -63.9% | +226.0% | -289.9% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling