+210.1%
W vs RIG
-46.1%
+256.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | -0.4% |
| 7D | +0.2% | +5.7% | -5.6% | -0.9% |
| 30D | +6.8% | -0.7% | +7.5% | +6.5% |
| 3M | +10.7% | -3.1% | +13.8% | +10.4% |
| 6M | +86.3% | -16.3% | +102.7% | +89.0% |
| YTD | +11.5% | +34.1% | -22.7% | +1.3% |
| 1Y | +5.1% | +38.2% | -33.1% | -5.3% |
| 3Y | +171.0% | -15.3% | +186.3% | +159.4% |
| 5Y | -56.6% | +62.5% | -119.1% | -64.2% |
| All | +210.1% | -46.1% | +256.2% | +124.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling