+3,287.2%
SO vs RIG
-40.2%
+3,327.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.6% |
| 7D | -0.2% | +0.9% | -1.0% | -0.2% |
| 30D | -4.6% | +13.8% | -18.4% | -5.2% |
| 3M | -3.0% | -6.4% | +3.4% | -2.9% |
| 6M | -8.3% | -8.2% | -0.1% | -8.2% |
| YTD | +3.5% | +41.6% | -38.1% | +1.4% |
| 1Y | -0.9% | +88.7% | -89.6% | -4.5% |
| 3Y | +45.4% | -30.9% | +76.2% | +45.1% |
| 5Y | +59.6% | +57.7% | +1.9% | +49.2% |
| 10Y | +156.6% | -39.3% | +195.9% | +125.7% |
| All | +3,287.2% | -40.2% | +3,327.4% | +2,926.0% |
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