+0.8%
SO vs RIG
+81.1%
-80.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.0% |
| 7D | +1.0% | -2.7% | +3.7% | +1.1% |
| 30D | -3.2% | +9.5% | -12.7% | -3.4% |
| 3M | -1.7% | -6.6% | +4.9% | -1.6% |
| 6M | -7.2% | -2.9% | -4.3% | -7.4% |
| YTD | +4.6% | +39.5% | -34.9% | +3.7% |
| All | +0.8% | +81.1% | -80.3% | +0.3% |
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