+66.1%
T vs RIG
+52.4%
+13.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | -1.5% | -2.7% | +1.2% | -1.4% |
| 30D | +7.6% | +9.5% | -1.9% | +7.2% |
| 3M | +15.3% | -6.6% | +21.9% | +15.5% |
| 6M | -8.5% | -2.9% | -5.6% | -8.6% |
| YTD | +6.8% | +39.5% | -32.7% | +5.0% |
| 1Y | -7.2% | +82.3% | -89.5% | -9.9% |
| 3Y | +108.2% | -29.6% | +137.8% | +110.0% |
| 5Y | +66.1% | +63.2% | +2.9% | +52.7% |
| All | +66.1% | +52.4% | +13.7% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling