+19.8%
U vs RIG
+25.5%
-5.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.0% |
| 7D | +16.9% | -2.6% | +19.5% | +16.6% |
| 30D | +6.4% | -5.2% | +11.5% | +5.6% |
| 3M | +13.2% | -8.6% | +21.8% | +12.0% |
| 6M | +84.8% | -18.9% | +103.7% | +83.6% |
| YTD | +12.4% | +28.6% | -16.2% | +0.5% |
| 1Y | +19.8% | +25.5% | -5.7% | +9.2% |
| All | +19.8% | +25.5% | -5.7% | +9.2% |
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