+131.2%
TLT vs RIG
-74.8%
+206.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | 0.0% |
| 7D | -0.4% | +0.9% | -1.3% | -0.4% |
| 30D | -0.6% | +13.8% | -14.4% | +0.1% |
| 3M | -2.7% | -6.4% | +3.7% | -2.9% |
| 6M | -5.6% | -8.2% | +2.5% | -5.7% |
| YTD | -2.8% | +41.6% | -44.4% | -0.6% |
| 1Y | -1.4% | +88.7% | -90.1% | +2.6% |
| 3Y | -1.6% | -30.9% | +29.3% | -1.5% |
| 5Y | -33.8% | +57.7% | -91.5% | -28.7% |
| 10Y | -21.1% | -39.3% | +18.1% | -11.4% |
| All | +131.2% | -74.8% | +206.0% | +146.1% |
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