-38.4%
U vs RIG
+415.2%
-453.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | 0.0% | -4.2% | +4.1% | +0.7% |
| 30D | -4.1% | -0.7% | -3.4% | -4.1% |
| 3M | +57.8% | -4.0% | +61.8% | +57.9% |
| 6M | +103.5% | -6.3% | +109.9% | +103.0% |
| YTD | -4.8% | +39.7% | -44.5% | -13.8% |
| 1Y | -2.4% | +78.1% | -80.5% | -16.3% |
| 3Y | +11.7% | -29.5% | +41.1% | +9.4% |
| 5Y | -68.9% | +65.3% | -134.2% | -74.9% |
| All | -38.4% | +415.2% | -453.6% | -55.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling