+131.4%
TLT vs RIG
-77.7%
+209.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | 0.0% |
| 7D | +0.3% | -17.0% | +17.3% | -0.6% |
| 30D | +5.1% | -6.2% | +11.3% | +4.9% |
| 3M | -0.2% | -1.7% | +1.5% | -0.1% |
| 6M | -2.9% | -19.2% | +16.3% | -3.6% |
| YTD | -2.7% | +25.2% | -27.9% | -0.9% |
| 1Y | -4.6% | +29.9% | -34.5% | -2.6% |
| 3Y | +6.1% | -21.3% | +27.4% | +7.1% |
| 5Y | -35.1% | +40.5% | -75.6% | -30.5% |
| 10Y | -12.5% | -49.6% | +37.1% | -2.8% |
| All | +131.4% | -77.7% | +209.2% | +145.2% |
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