+103.8%
U vs RIG
-23.7%
+127.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +32.3% | -17.0% | +49.3% | +36.7% |
| 30D | +9.7% | -6.2% | +15.9% | +9.9% |
| 3M | +19.6% | -1.7% | +21.3% | +17.9% |
| 6M | +82.6% | -19.2% | +101.9% | +86.9% |
| YTD | +16.4% | +25.2% | -8.7% | +1.0% |
| 1Y | +28.5% | +29.9% | -1.4% | +10.1% |
| 3Y | +103.8% | -21.3% | +125.1% | +107.9% |
| All | +103.8% | -23.7% | +127.5% | +107.9% |
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