-75.5%
SMR vs RIG
+77.2%
-152.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.7% | -13.9% | -15.4% |
| 7D | -11.2% | -3.1% | -8.2% | -10.7% |
| 30D | -10.2% | -0.5% | -9.7% | -10.2% |
| 3M | -10.0% | -6.0% | -4.1% | -9.1% |
| 6M | -30.5% | -10.1% | -20.3% | -31.4% |
| YTD | -39.2% | +37.3% | -76.5% | -50.8% |
| 1Y | -75.5% | +73.9% | -149.5% | -81.6% |
| All | -75.5% | +77.2% | -152.7% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling