+191.7%
COP vs RIG
+52.4%
+139.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.1% |
| 7D | -0.8% | -2.7% | +1.9% | 0.0% |
| 30D | +15.6% | +9.5% | +6.1% | +12.0% |
| 3M | +14.3% | -6.6% | +21.0% | +16.6% |
| 6M | +17.0% | -2.9% | +19.8% | +16.7% |
| YTD | +47.4% | +39.5% | +8.0% | +29.0% |
| 1Y | +52.4% | +82.3% | -29.9% | +20.1% |
| 3Y | +20.8% | -29.6% | +50.4% | +22.7% |
| 5Y | +191.7% | +63.2% | +128.5% | +100.8% |
| All | +191.7% | +52.4% | +139.3% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling