+5,066.7%
TER vs RIG
-46.4%
+5,113.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.2% | +2.0% |
| 7D | -20.5% | -24.5% | +4.0% | -15.6% |
| 30D | -47.0% | -2.8% | -44.2% | -46.8% |
| 3M | -43.3% | +1.6% | -44.8% | -43.8% |
| 6M | -42.9% | -15.9% | -27.0% | -41.5% |
| YTD | +12.9% | +26.9% | -14.0% | +4.9% |
| 1Y | +18.2% | +34.4% | -16.2% | +8.4% |
| 3Y | +151.8% | -21.2% | +173.0% | +146.5% |
| 5Y | +54.2% | +46.4% | +7.9% | +22.2% |
| 10Y | +908.2% | -45.8% | +954.0% | +579.0% |
| All | +5,066.7% | -46.4% | +5,113.1% | +3,650.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling