+198.3%
W vs RIG
-81.7%
+280.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | +1.1% | -12.2% | +13.3% | +3.3% |
| 30D | +6.4% | -6.0% | +12.4% | +7.2% |
| 3M | +9.0% | -9.4% | +18.4% | +10.0% |
| 6M | +69.8% | -19.1% | +88.9% | +73.0% |
| YTD | +12.1% | +25.4% | -13.4% | +3.7% |
| 1Y | 0.0% | +23.3% | -23.3% | -7.3% |
| 3Y | +160.3% | -22.1% | +182.4% | +154.0% |
| 5Y | -53.3% | +50.1% | -103.4% | -60.4% |
| 10Y | +217.0% | -50.7% | +267.6% | +139.8% |
| All | +198.3% | -81.7% | +280.0% | +150.9% |
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 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