-62.1%
W vs RIG
+52.4%
-114.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +1.0% |
| 7D | +6.5% | -2.7% | +9.2% | +7.2% |
| 30D | -6.2% | +9.5% | -15.7% | -9.2% |
| 3M | +48.9% | -6.6% | +55.5% | +49.7% |
| 6M | +31.2% | -2.9% | +34.1% | +28.0% |
| YTD | -0.4% | +39.5% | -39.9% | -15.6% |
| 1Y | +14.8% | +82.3% | -67.4% | -13.4% |
| 3Y | +40.5% | -29.6% | +70.1% | +36.5% |
| 5Y | -62.1% | +63.2% | -125.3% | -74.0% |
| All | -62.1% | +52.4% | -114.5% | -74.0% |
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