+191.2%
TER vs RIG
-16.1%
+207.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.1% | -9.5% | -6.4% |
| 7D | +14.4% | +5.7% | +8.6% | +12.6% |
| 30D | -30.6% | -0.7% | -29.9% | -30.6% |
| 3M | -39.2% | -3.1% | -36.0% | -39.1% |
| 6M | -31.3% | -16.3% | -15.0% | -29.3% |
| YTD | +29.1% | +34.1% | -5.1% | +13.2% |
| 1Y | +47.4% | +38.2% | +9.3% | +28.1% |
| 3Y | +191.2% | -15.3% | +206.5% | +157.6% |
| All | +191.2% | -16.1% | +207.3% | +157.6% |
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 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