+18,613.1%
COST vs RIG
-41.1%
+18,654.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -3.2% | -2.7% | -0.5% | -3.0% |
| 30D | -4.0% | +9.5% | -13.5% | -4.6% |
| 3M | -6.5% | -6.6% | +0.2% | -6.2% |
| 6M | -8.5% | -2.9% | -5.7% | -8.7% |
| YTD | +6.0% | +39.5% | -33.5% | +3.1% |
| 1Y | -5.8% | +82.3% | -88.1% | -10.3% |
| 3Y | +71.8% | -29.6% | +101.4% | +71.1% |
| 5Y | +106.2% | +63.2% | +43.1% | +87.1% |
| 10Y | +602.0% | -45.0% | +647.0% | +509.1% |
| All | +18,613.1% | -41.1% | +18,654.2% | +13,453.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling