+16.2%
W vs RIG
+79.6%
-63.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.1% |
| 7D | +5.9% | -8.2% | +14.1% | +4.9% |
| 30D | -3.0% | -0.2% | -2.9% | -3.0% |
| 3M | +40.3% | -2.7% | +43.1% | +41.2% |
| 6M | +32.2% | -7.5% | +39.7% | +32.8% |
| YTD | -0.3% | +38.3% | -38.5% | 0.0% |
| 1Y | +16.2% | +81.8% | -65.7% | +18.4% |
| All | +16.2% | +79.6% | -63.4% | +18.4% |
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