+18.4%
U vs RIG
+43.0%
-24.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -7.6% | +12.5% | +4.2% |
| 7D | +7.5% | -18.8% | +26.3% | +5.9% |
| 30D | -7.0% | -1.1% | -6.0% | -7.4% |
| 3M | +20.6% | +4.4% | +16.2% | +20.5% |
| 6M | +53.2% | -20.8% | +74.0% | +52.8% |
| YTD | -3.9% | +32.0% | -35.8% | -16.1% |
| 1Y | +18.4% | +39.7% | -21.4% | +0.1% |
| All | +18.4% | +43.0% | -24.7% | +0.1% |
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 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