-41.2%
RIG vs Z
-6.2%
-35.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.8% | +1.7% |
| 7D | -4.2% | -11.6% | +7.4% | -1.2% |
| 30D | -0.7% | -8.5% | +7.8% | +1.1% |
| 3M | -4.0% | -7.9% | +3.9% | -3.3% |
| 6M | -6.3% | -29.1% | +22.7% | 0.0% |
| YTD | +39.7% | -54.2% | +93.9% | +65.2% |
| 1Y | +78.1% | -63.5% | +141.6% | +123.0% |
| 3Y | -29.5% | -38.6% | +9.2% | -26.8% |
| 5Y | +65.3% | -66.0% | +131.3% | +85.0% |
| All | -41.2% | -6.2% | -35.0% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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