+1,367.3%
AAPL vs RIG
-46.1%
+1,413.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | 0.0% |
| 7D | +4.1% | +5.7% | -1.6% | +3.6% |
| 30D | +4.0% | -0.7% | +4.7% | +3.8% |
| 3M | +16.8% | -3.1% | +19.9% | +16.7% |
| 6M | +19.4% | -16.3% | +35.7% | +20.5% |
| YTD | +31.5% | +34.1% | -2.6% | +25.9% |
| 1Y | +31.0% | +38.2% | -7.2% | +24.9% |
| 3Y | +95.3% | -15.3% | +110.6% | +89.4% |
| 5Y | +143.4% | +62.5% | +80.9% | +113.6% |
| All | +1,367.3% | -46.1% | +1,413.4% | +1,185.2% |
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