-33.7%
TLT vs RIG
+52.4%
-86.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | -0.1% |
| 7D | +0.4% | -2.7% | +3.1% | +0.3% |
| 30D | -0.3% | +9.5% | -9.8% | 0.0% |
| 3M | -1.7% | -6.6% | +4.9% | -1.8% |
| 6M | -4.9% | -2.9% | -2.0% | -4.8% |
| YTD | -2.8% | +39.5% | -42.3% | -1.6% |
| 1Y | -4.2% | +82.3% | -86.5% | -2.1% |
| 3Y | -1.1% | -29.6% | +28.5% | -1.4% |
| 5Y | -33.7% | +63.2% | -96.9% | -29.0% |
| All | -33.7% | +52.4% | -86.1% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling