+1,237.4%
T vs RIG
-40.2%
+1,277.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.7% |
| 7D | -1.3% | +0.9% | -2.1% | -1.4% |
| 30D | +11.4% | +13.8% | -2.5% | +10.1% |
| 3M | +14.3% | -6.4% | +20.7% | +14.7% |
| 6M | -9.3% | -8.2% | -1.1% | -9.1% |
| YTD | +7.1% | +41.6% | -34.5% | +3.3% |
| 1Y | -9.1% | +88.7% | -97.8% | -14.9% |
| 3Y | +105.3% | -30.9% | +136.2% | +104.5% |
| 5Y | +66.8% | +57.7% | +9.1% | +47.7% |
| 10Y | +66.8% | -39.3% | +106.0% | +37.3% |
| All | +1,237.4% | -40.2% | +1,277.6% | +1,135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling