-54.9%
RIG vs Z
+7.8%
-62.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.5% | +0.7% | +3.3% |
| 7D | +5.7% | +0.8% | +4.9% | +5.4% |
| 30D | -0.7% | +5.2% | -5.9% | -3.1% |
| 3M | -3.1% | -17.0% | +13.9% | -0.1% |
| 6M | -16.3% | -22.7% | +6.3% | -13.1% |
| YTD | +34.1% | -56.3% | +90.5% | +59.3% |
| 1Y | +38.2% | -57.7% | +95.8% | +65.1% |
| 3Y | -15.3% | -16.5% | +1.3% | -20.8% |
| 5Y | +62.5% | -53.4% | +115.9% | +68.4% |
| 10Y | -46.6% | -15.9% | -30.6% | -64.5% |
| All | -54.9% | +7.8% | -62.7% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling