-53.1%
RIG vs Z
+17.0%
-70.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.4% | +4.9% | +0.1% |
| 7D | -2.7% | -3.3% | +0.6% | -1.9% |
| 30D | +9.5% | -3.7% | +13.2% | +10.2% |
| 3M | -6.6% | -7.0% | +0.3% | -6.2% |
| 6M | -2.9% | -29.5% | +26.6% | +4.2% |
| YTD | +39.5% | -52.6% | +92.0% | +64.6% |
| 1Y | +82.3% | -64.0% | +146.3% | +131.5% |
| 3Y | -29.6% | -36.4% | +6.9% | -27.6% |
| 5Y | +63.2% | -65.8% | +128.9% | +83.9% |
| 10Y | -45.0% | -5.8% | -39.2% | -64.3% |
| All | -53.1% | +17.0% | -70.1% | -71.0% |
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