+162.0%
SO vs RIG
-44.3%
+206.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.7% |
| 7D | 0.0% | -8.2% | +8.2% | +0.3% |
| 30D | -2.5% | -0.2% | -2.3% | -2.5% |
| 3M | -4.2% | -2.7% | -1.4% | -4.2% |
| 6M | -7.7% | -7.5% | -0.2% | -7.6% |
| YTD | +3.8% | +38.3% | -34.5% | +2.3% |
| 1Y | +0.1% | +81.8% | -81.8% | -2.4% |
| 3Y | +44.2% | -30.2% | +74.4% | +44.2% |
| 5Y | +57.9% | +59.9% | -2.1% | +50.1% |
| 10Y | +162.0% | -41.9% | +203.9% | +119.8% |
| All | +162.0% | -44.3% | +206.3% | +119.8% |
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