+62.1%
T vs RIG
-23.7%
+85.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.8% |
| 7D | +1.7% | -17.0% | +18.7% | +1.7% |
| 30D | -1.7% | -6.2% | +4.5% | -1.8% |
| 3M | -7.3% | -1.7% | -5.6% | -7.4% |
| 6M | -11.2% | -19.2% | +8.0% | -11.3% |
| YTD | -8.1% | +25.2% | -33.2% | -8.1% |
| 1Y | -8.0% | +29.9% | -37.9% | -8.0% |
| 3Y | +62.1% | -21.3% | +83.4% | +63.2% |
| All | +62.1% | -23.7% | +85.9% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling