+310.1%
COP vs RIG
-49.1%
+359.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -6.1% | -12.2% | +6.1% | -2.4% |
| 30D | +1.1% | -6.0% | +7.1% | +2.8% |
| 3M | +10.9% | -9.4% | +20.4% | +13.8% |
| 6M | +20.8% | -19.1% | +39.8% | +27.6% |
| YTD | +48.0% | +25.4% | +22.6% | +35.3% |
| 1Y | +58.5% | +23.3% | +35.2% | +45.2% |
| 3Y | +28.1% | -22.1% | +50.2% | +26.4% |
| 5Y | +120.5% | +50.1% | +70.3% | +64.9% |
| 10Y | +310.1% | -50.7% | +360.8% | +191.4% |
| All | +310.1% | -49.1% | +359.3% | +191.4% |
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