+108.2%
T vs RIG
-28.9%
+137.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | -1.5% | -2.7% | +1.2% | -1.5% |
| 30D | +7.6% | +9.5% | -1.9% | +7.5% |
| 3M | +15.3% | -6.6% | +21.9% | +15.3% |
| 6M | -8.5% | -2.9% | -5.6% | -8.5% |
| YTD | +6.8% | +39.5% | -32.7% | +6.5% |
| 1Y | -7.2% | +82.3% | -89.5% | -7.7% |
| 3Y | +108.2% | -29.6% | +137.8% | +116.3% |
| All | +108.2% | -28.9% | +137.1% | +116.3% |
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 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