+5.1%
W vs RIG
+34.1%
-29.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | +0.9% |
| 7D | +0.2% | +5.7% | -5.6% | +0.8% |
| 30D | +6.8% | -0.7% | +7.5% | +7.1% |
| 3M | +10.7% | -3.1% | +13.8% | +10.7% |
| 6M | +86.3% | -16.3% | +102.7% | +86.6% |
| YTD | +11.5% | +34.1% | -22.7% | +9.0% |
| 1Y | +5.1% | +38.2% | -33.1% | +1.9% |
| All | +5.1% | +34.1% | -29.0% | +1.9% |
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 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