+340.2%
COP vs RIG
-44.3%
+384.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | -0.5% | -8.2% | +7.7% | +2.1% |
| 30D | +11.7% | -0.2% | +11.9% | +11.7% |
| 3M | +17.7% | -2.7% | +20.4% | +18.3% |
| 6M | +18.3% | -7.5% | +25.8% | +19.9% |
| YTD | +49.1% | +38.3% | +10.8% | +32.7% |
| 1Y | +53.3% | +81.8% | -28.5% | +24.1% |
| 3Y | +22.2% | -30.2% | +52.3% | +24.7% |
| 5Y | +193.3% | +59.9% | +133.4% | +114.0% |
| 10Y | +340.2% | -41.9% | +382.2% | +204.8% |
| All | +340.2% | -44.3% | +384.5% | +204.8% |
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