+3,497.1%
SO vs RIG
-47.2%
+3,544.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +1.4% |
| 7D | -1.1% | -17.0% | +15.9% | -0.3% |
| 30D | +8.6% | -6.2% | +14.8% | +8.8% |
| 3M | +1.8% | -1.7% | +3.5% | +1.6% |
| 6M | +3.6% | -19.2% | +22.8% | +4.3% |
| YTD | +9.9% | +25.2% | -15.2% | +8.1% |
| 1Y | +5.7% | +29.9% | -24.2% | +3.7% |
| 3Y | +52.5% | -21.3% | +73.8% | +51.1% |
| 5Y | +77.3% | +40.5% | +36.8% | +66.7% |
| 10Y | +186.8% | -49.6% | +236.3% | +154.7% |
| All | +3,497.1% | -47.2% | +3,544.3% | +3,126.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling