+1,006.2%
TER vs RIG
-49.1%
+1,055.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -8.9% | -12.2% | +3.3% | -7.0% |
| 30D | -39.1% | -6.0% | -33.1% | -38.5% |
| 3M | -32.8% | -9.4% | -23.3% | -32.0% |
| 6M | -31.7% | -19.1% | -12.7% | -30.2% |
| YTD | +26.9% | +25.4% | +1.5% | +20.7% |
| 1Y | +33.6% | +23.3% | +10.2% | +27.4% |
| 3Y | +181.5% | -22.1% | +203.6% | +175.9% |
| 5Y | +76.1% | +50.1% | +26.0% | +52.0% |
| 10Y | +1,006.2% | -50.7% | +1,056.9% | +805.6% |
| All | +1,006.2% | -49.1% | +1,055.3% | +805.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling