-39.0%
U vs RIG
+422.3%
-461.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.5% |
| 7D | -3.8% | +0.9% | -4.7% | -4.0% |
| 30D | +17.5% | +13.8% | +3.6% | +14.5% |
| 3M | +38.7% | -6.4% | +45.1% | +39.4% |
| 6M | +104.4% | -8.2% | +112.6% | +104.7% |
| YTD | -5.7% | +41.6% | -47.3% | -14.8% |
| 1Y | +3.7% | +88.7% | -85.0% | -12.2% |
| 3Y | +12.3% | -30.9% | +43.2% | +10.4% |
| 5Y | -68.8% | +57.7% | -126.5% | -74.7% |
| All | -39.0% | +422.3% | -461.4% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling