-68.0%
U vs RIG
+52.4%
-120.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +49.5% |
| 6M | +115.4% | -2.9% | +118.2% | +112.7% |
| YTD | -3.2% | +39.5% | -42.7% | -14.8% |
| 1Y | -6.0% | +82.3% | -88.3% | -23.6% |
| 3Y | +13.5% | -29.6% | +43.0% | +11.2% |
| 5Y | -68.0% | +63.2% | -131.2% | -76.5% |
| All | -68.0% | +52.4% | -120.4% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling