+580.0%
XYZ vs RIG
-42.7%
+622.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.9% |
| 7D | +2.9% | -2.7% | +5.6% | +3.3% |
| 30D | +1.4% | +9.5% | -8.1% | -0.3% |
| 3M | +14.6% | -6.6% | +21.2% | +15.3% |
| 6M | +20.8% | -2.9% | +23.6% | +19.8% |
| YTD | +23.1% | +39.5% | -16.4% | +13.8% |
| 1Y | +5.6% | +82.3% | -76.6% | -7.5% |
| 3Y | +50.9% | -29.6% | +80.5% | +50.0% |
| 5Y | -68.6% | +63.2% | -131.7% | -73.9% |
| 10Y | +580.0% | -45.0% | +625.0% | +448.0% |
| All | +580.0% | -42.7% | +622.7% | +448.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling