-42.9%
TER vs RIG
-11.9%
-31.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.2% | +2.2% |
| 7D | -20.5% | -24.5% | +4.0% | -19.1% |
| 30D | -47.0% | -2.8% | -44.2% | -46.5% |
| 3M | -43.3% | +1.6% | -44.8% | -42.8% |
| 6M | -42.9% | -15.9% | -27.0% | -43.0% |
| All | -42.9% | -11.9% | -31.0% | -43.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling