-22.7%
U vs RIG
+394.6%
-417.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.1% | +1.1% | +4.5% |
| 7D | +2.6% | +5.7% | -3.2% | +1.6% |
| 30D | +27.6% | -0.7% | +28.3% | +26.8% |
| 3M | +15.3% | -3.1% | +18.5% | +14.8% |
| 6M | +96.4% | -16.3% | +112.7% | +99.3% |
| YTD | +19.6% | +34.1% | -14.6% | +8.0% |
| 1Y | +42.1% | +38.2% | +4.0% | +27.5% |
| 3Y | +87.5% | -15.3% | +102.8% | +77.0% |
| 5Y | -73.1% | +62.5% | -135.6% | -78.3% |
| All | -22.7% | +394.6% | -417.4% | -44.0% |
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 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