+1,254.4%
AAPL vs RIG
-40.1%
+1,294.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.5% |
| 7D | -0.5% | -4.2% | +3.7% | -0.1% |
| 30D | +7.1% | -0.7% | +7.8% | +7.1% |
| 3M | +12.1% | -4.0% | +16.1% | +12.2% |
| 6M | +25.4% | -6.3% | +31.8% | +25.3% |
| YTD | +20.5% | +39.7% | -19.3% | +15.3% |
| 1Y | +44.5% | +78.1% | -33.6% | +34.5% |
| 3Y | +85.8% | -29.5% | +115.2% | +83.6% |
| 5Y | +124.8% | +65.3% | +59.4% | +97.4% |
| All | +1,254.4% | -40.1% | +1,294.5% | +1,058.9% |
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 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