+6.1%
TLT vs RIG
-23.7%
+29.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | 0.0% |
| 7D | +0.3% | -17.0% | +17.3% | -0.1% |
| 30D | +5.1% | -6.2% | +11.3% | +5.0% |
| 3M | -0.2% | -1.7% | +1.5% | -0.1% |
| 6M | -2.9% | -19.2% | +16.3% | -3.2% |
| YTD | -2.7% | +25.2% | -27.9% | -2.1% |
| 1Y | -4.6% | +29.9% | -34.5% | -3.9% |
| 3Y | +6.1% | -21.3% | +27.4% | +5.3% |
| All | +6.1% | -23.7% | +29.8% | +5.3% |
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 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