+65.9%
CSCO vs RIG
+79.6%
-13.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | 0.0% | -8.2% | +8.2% | +0.7% |
| 30D | -10.7% | -0.2% | -10.5% | -10.8% |
| 3M | -8.7% | -2.7% | -6.0% | -8.7% |
| 6M | +44.9% | -7.5% | +52.4% | +45.7% |
| YTD | +44.1% | +38.3% | +5.9% | +43.7% |
| 1Y | +65.9% | +81.8% | -16.0% | +65.5% |
| All | +65.9% | +79.6% | -13.7% | +65.5% |
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