+163.6%
W vs RIG
-79.3%
+242.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.4% | +3.0% |
| 7D | -4.2% | +0.9% | -5.0% | -4.4% |
| 30D | -7.6% | +13.8% | -21.4% | -10.0% |
| 3M | +37.2% | -6.4% | +43.6% | +37.5% |
| 6M | +26.3% | -8.2% | +34.5% | +26.0% |
| YTD | -1.0% | +41.6% | -42.6% | -9.7% |
| 1Y | +20.1% | +88.7% | -68.6% | +2.5% |
| 3Y | +37.8% | -30.9% | +68.6% | +37.4% |
| 5Y | -63.7% | +57.7% | -121.3% | -69.5% |
| 10Y | +156.3% | -39.3% | +195.6% | +89.0% |
| All | +163.6% | -79.3% | +242.9% | +118.4% |
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