+62.5%
T vs RIG
-48.2%
+110.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | +1.6% | +4.3% | -2.7% | +1.4% |
| 30D | -2.9% | -5.8% | +2.9% | -2.7% |
| 3M | -7.5% | -6.7% | -0.8% | -7.4% |
| 6M | -9.9% | -18.7% | +8.7% | -9.1% |
| YTD | -6.4% | +28.8% | -35.3% | -8.8% |
| 1Y | -9.4% | +28.8% | -38.2% | -11.8% |
| 3Y | +64.9% | -20.0% | +84.9% | +62.5% |
| 5Y | +57.0% | +56.0% | +0.9% | +41.6% |
| All | +62.5% | -48.2% | +110.7% | +44.7% |
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