-8.4%
TEAM vs RIG
-27.8%
+19.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -2.2% |
| 7D | -0.4% | +0.9% | -1.3% | -0.6% |
| 30D | +67.3% | +13.8% | +53.5% | +64.4% |
| 3M | +86.8% | -6.4% | +93.2% | +87.9% |
| 6M | +146.8% | -8.2% | +155.0% | +148.1% |
| YTD | +16.9% | +41.6% | -24.7% | +8.2% |
| 1Y | +12.8% | +88.7% | -75.9% | -2.3% |
| All | -8.4% | -27.8% | +19.4% | -7.8% |
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