+77.0%
SO vs RIG
+44.4%
+32.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.1% |
| 7D | -1.5% | -24.5% | +23.0% | -0.9% |
| 30D | +8.1% | -2.8% | +10.9% | +8.1% |
| 3M | +0.2% | +1.6% | -1.3% | +0.1% |
| 6M | +0.4% | -15.9% | +16.3% | +0.6% |
| YTD | +8.5% | +26.9% | -18.4% | +7.6% |
| 1Y | +4.9% | +34.4% | -29.4% | +3.9% |
| 3Y | +47.9% | -21.2% | +69.1% | +47.9% |
| All | +77.0% | +44.4% | +32.7% | +77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling