-53.8%
TEAM vs RIG
+52.4%
-106.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.5% | -5.4% | -6.7% |
| 7D | -5.7% | -2.7% | -3.0% | -5.3% |
| 30D | +18.3% | +9.5% | +8.8% | +16.6% |
| 3M | +80.2% | -6.6% | +86.9% | +81.4% |
| 6M | +111.0% | -2.9% | +113.8% | +110.0% |
| YTD | +8.8% | +39.5% | -30.7% | +0.9% |
| 1Y | +2.2% | +82.3% | -80.1% | -10.6% |
| 3Y | -14.6% | -29.6% | +15.0% | -15.6% |
| 5Y | -53.8% | +63.2% | -117.0% | -61.5% |
| All | -53.8% | +52.4% | -106.2% | -61.5% |
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