+20.1%
W vs RIG
+97.6%
-77.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.4% | +2.2% |
| 7D | -4.2% | +0.9% | -5.0% | -4.1% |
| 30D | -7.6% | +13.8% | -21.4% | -6.1% |
| 3M | +37.2% | -6.4% | +43.6% | +38.2% |
| 6M | +26.3% | -8.2% | +34.5% | +27.2% |
| YTD | -1.0% | +41.6% | -42.6% | +0.3% |
| 1Y | +20.1% | +88.7% | -68.6% | +25.5% |
| All | +20.1% | +97.6% | -77.6% | +25.5% |
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 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