+37.5%
CVX vs RIG
+97.6%
-60.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.8% |
| 7D | +3.3% | +0.9% | +2.5% | +3.1% |
| 30D | +12.9% | +13.8% | -0.9% | +10.2% |
| 3M | +11.7% | -6.4% | +18.1% | +12.2% |
| 6M | +14.1% | -8.2% | +22.3% | +14.7% |
| YTD | +40.7% | +41.6% | -1.0% | +34.0% |
| 1Y | +37.5% | +88.7% | -51.2% | +27.4% |
| All | +37.5% | +97.6% | -60.1% | +27.4% |
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 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