-5.6%
TLT vs RIG
+43.0%
-48.6%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.6% | +8.4% | +0.6% |
| 7D | +1.0% | -18.8% | +19.7% | +0.5% |
| 30D | +6.0% | -1.1% | +7.1% | +6.1% |
| 3M | -0.9% | +4.4% | -5.3% | -0.7% |
| 6M | -2.3% | -20.8% | +18.5% | -2.4% |
| YTD | -3.3% | +32.0% | -35.3% | -4.0% |
| 1Y | -5.6% | +39.7% | -45.3% | -6.5% |
| All | -5.6% | +43.0% | -48.6% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling