+13.5%
U vs RIG
-28.9%
+42.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.2% | +3.0% |
| 7D | +4.5% | -2.7% | +7.2% | +5.0% |
| 30D | -0.6% | +9.5% | -10.1% | -2.9% |
| 3M | +48.4% | -6.6% | +55.1% | +49.7% |
| 6M | +115.4% | -2.9% | +118.2% | +112.5% |
| YTD | -3.2% | +39.5% | -42.7% | -16.7% |
| 1Y | -6.0% | +82.3% | -88.3% | -26.6% |
| 3Y | +13.5% | -29.6% | +43.0% | +12.6% |
| All | +13.5% | -28.9% | +42.3% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling