+196.2%
W vs RIG
-81.5%
+277.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.2% | -1.9% |
| 7D | -3.6% | -24.5% | +20.9% | +1.1% |
| 30D | +7.0% | -2.8% | +9.7% | +7.1% |
| 3M | +7.4% | +1.6% | +5.8% | +6.1% |
| 6M | +69.3% | -15.9% | +85.2% | +71.3% |
| YTD | +11.3% | +26.9% | -15.6% | +2.8% |
| 1Y | +13.2% | +34.4% | -21.1% | +3.3% |
| 3Y | +142.0% | -21.2% | +163.2% | +135.7% |
| 5Y | -54.6% | +46.4% | -101.0% | -61.4% |
| 10Y | +243.7% | -45.8% | +289.5% | +157.3% |
| All | +196.2% | -81.5% | +277.7% | +148.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling