+3,226.4%
CVX vs RIG
-45.6%
+3,272.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +1.6% | +4.3% | -2.7% | +0.5% |
| 30D | -0.6% | -5.8% | +5.2% | +0.6% |
| 3M | +11.0% | -6.7% | +17.7% | +12.3% |
| 6M | +18.4% | -18.7% | +37.1% | +23.5% |
| YTD | +45.9% | +28.8% | +17.1% | +33.8% |
| 1Y | +46.7% | +28.8% | +17.9% | +34.1% |
| 3Y | +71.6% | -20.0% | +91.6% | +65.9% |
| 5Y | +131.4% | +56.0% | +75.4% | +73.0% |
| 10Y | +209.3% | -48.7% | +258.0% | +108.9% |
| All | +3,226.4% | -45.6% | +3,272.0% | +2,095.2% |
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