-56.7%
RIG vs Z
+4.2%
-60.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.8% |
| 7D | +4.3% | -4.9% | +9.2% | +5.5% |
| 30D | -5.8% | +3.0% | -8.8% | -7.7% |
| 3M | -6.7% | -13.4% | +6.7% | -5.0% |
| 6M | -18.7% | -27.3% | +8.7% | -14.2% |
| YTD | +28.8% | -57.8% | +86.6% | +54.3% |
| 1Y | +28.8% | -60.0% | +88.8% | +56.3% |
| 3Y | -20.0% | -21.5% | +1.5% | -23.9% |
| 5Y | +56.0% | -55.0% | +111.0% | +63.1% |
| 10Y | -48.7% | -18.8% | -29.9% | -65.7% |
| All | -56.7% | +4.2% | -60.8% | -72.8% |
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