+59.9%
RIG vs Z
-65.8%
+125.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -8.2% | -7.1% | -1.1% | -6.9% |
| 30D | -0.2% | -4.8% | +4.6% | +0.5% |
| 3M | -2.7% | -9.3% | +6.6% | -1.7% |
| 6M | -7.5% | -29.0% | +21.5% | -1.9% |
| YTD | +38.3% | -52.9% | +91.1% | +60.1% |
| 1Y | +81.8% | -63.1% | +145.0% | +123.4% |
| 3Y | -30.2% | -36.9% | +6.7% | -28.3% |
| 5Y | +59.9% | -65.5% | +125.4% | +50.3% |
| All | +59.9% | -65.8% | +125.7% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling