-37.8%
U vs RIG
+409.8%
-447.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +4.4% | -8.2% | +12.6% | +6.0% |
| 30D | -1.3% | -0.2% | -1.1% | -1.4% |
| 3M | +49.6% | -2.7% | +52.3% | +49.3% |
| 6M | +100.2% | -7.5% | +107.6% | +100.1% |
| YTD | -3.7% | +38.3% | -41.9% | -12.6% |
| 1Y | -6.5% | +81.8% | -88.4% | -20.2% |
| 3Y | +12.9% | -30.2% | +43.1% | +10.9% |
| 5Y | -68.3% | +59.9% | -128.2% | -74.3% |
| All | -37.8% | +409.8% | -447.6% | -54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling