-1.3%
U vs RIG
+81.3%
-82.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.5% |
| 7D | +4.4% | -8.2% | +12.6% | +4.3% |
| 30D | -1.3% | -0.2% | -1.1% | -1.3% |
| 3M | +49.6% | -2.7% | +52.3% | +50.3% |
| 6M | +100.2% | -7.5% | +107.6% | +100.5% |
| YTD | -3.7% | +38.3% | -41.9% | -14.0% |
| All | -1.3% | +81.3% | -82.6% | -17.7% |
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