+3.7%
U vs RIG
+97.6%
-94.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -1.0% |
| 7D | -3.8% | +0.9% | -4.7% | -3.8% |
| 30D | +17.5% | +13.8% | +3.6% | +17.5% |
| 3M | +38.7% | -6.4% | +45.1% | +39.9% |
| 6M | +104.4% | -8.2% | +112.6% | +105.2% |
| YTD | -5.7% | +41.6% | -47.3% | -14.9% |
| 1Y | +3.7% | +88.7% | -85.0% | -12.0% |
| All | +3.7% | +97.6% | -94.0% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling