+194.9%
SO vs RIG
-49.1%
+244.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.1% | -12.2% | +12.1% | +0.3% |
| 30D | +8.7% | -6.0% | +14.7% | +8.8% |
| 3M | +3.4% | -9.4% | +12.8% | +3.6% |
| 6M | +3.7% | -19.1% | +22.8% | +4.2% |
| YTD | +10.0% | +25.4% | -15.4% | +8.7% |
| 1Y | +6.6% | +23.3% | -16.7% | +5.3% |
| 3Y | +52.5% | -22.1% | +74.6% | +51.6% |
| 5Y | +76.1% | +50.1% | +25.9% | +67.6% |
| 10Y | +194.9% | -50.7% | +245.5% | +155.7% |
| All | +194.9% | -49.1% | +244.0% | +155.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling