+26.3%
W vs RIG
-4.9%
+31.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.4% | +1.9% |
| 7D | -4.2% | +0.9% | -5.0% | -3.9% |
| 30D | -7.6% | +13.8% | -21.4% | -4.6% |
| 3M | +37.2% | -6.4% | +43.6% | +39.2% |
| 6M | +26.3% | -8.2% | +34.5% | +27.0% |
| All | +26.3% | -4.9% | +31.2% | +27.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling