+78.2%
AAPL vs RIG
-31.2%
+109.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -3.0% | -8.2% | +5.2% | -2.2% |
| 30D | +2.3% | -0.2% | +2.5% | +2.3% |
| 3M | +8.6% | -2.7% | +11.4% | +8.7% |
| 6M | +21.6% | -7.5% | +29.0% | +21.6% |
| YTD | +16.3% | +38.3% | -21.9% | +10.0% |
| 1Y | +35.1% | +81.8% | -46.8% | +22.0% |
| All | +78.2% | -31.2% | +109.4% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling