+68.4%
T vs RIG
-44.3%
+112.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -3.1% | -8.2% | +5.1% | -2.5% |
| 30D | +4.6% | -0.2% | +4.7% | +4.6% |
| 3M | +12.2% | -2.7% | +15.0% | +12.3% |
| 6M | -6.5% | -7.5% | +1.0% | -6.3% |
| YTD | +4.9% | +38.3% | -33.4% | +2.0% |
| 1Y | -10.5% | +81.8% | -92.3% | -14.9% |
| 3Y | +104.6% | -30.2% | +134.8% | +104.3% |
| 5Y | +64.2% | +59.9% | +4.3% | +48.1% |
| 10Y | +68.4% | -41.9% | +110.4% | +42.3% |
| All | +68.4% | -44.3% | +112.7% | +42.3% |
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 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