+64.1%
COP vs RIG
+34.1%
+30.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.6% | +0.2% |
| 7D | +4.4% | +5.7% | -1.3% | +2.4% |
| 30D | 0.0% | -0.7% | +0.7% | +0.1% |
| 3M | +15.0% | -3.1% | +18.2% | +16.0% |
| 6M | +22.0% | -16.3% | +38.3% | +27.5% |
| YTD | +55.3% | +34.1% | +21.2% | +37.2% |
| 1Y | +64.1% | +38.2% | +26.0% | +43.7% |
| All | +64.1% | +34.1% | +30.0% | +43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling