-54.2%
W vs RIG
+44.4%
-98.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.2% | -2.2% |
| 7D | -3.6% | -24.5% | +20.9% | +4.2% |
| 30D | +7.0% | -2.8% | +9.7% | +7.0% |
| 3M | +7.4% | +1.6% | +5.8% | +4.9% |
| 6M | +69.3% | -15.9% | +85.2% | +72.2% |
| YTD | +11.3% | +26.9% | -15.6% | -4.6% |
| 1Y | +13.2% | +34.4% | -21.1% | -5.2% |
| 3Y | +142.0% | -21.2% | +163.2% | +125.1% |
| All | -54.2% | +44.4% | -98.6% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling