-19.8%
TLT vs RIG
-44.3%
+24.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | -0.3% | -8.2% | +7.9% | -0.6% |
| 30D | 0.0% | -0.2% | +0.2% | 0.0% |
| 3M | -2.9% | -2.7% | -0.1% | -2.9% |
| 6M | -6.3% | -7.5% | +1.2% | -6.3% |
| YTD | -3.3% | +38.3% | -41.6% | -1.9% |
| 1Y | -4.2% | +81.8% | -86.1% | -1.7% |
| 3Y | -1.7% | -30.2% | +28.5% | -1.6% |
| 5Y | -34.9% | +59.9% | -94.8% | -31.3% |
| 10Y | -19.8% | -41.9% | +22.1% | -13.3% |
| All | -19.8% | -44.3% | +24.5% | -13.3% |
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