+319.1%
DELL vs RIG
+97.6%
+221.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +2.0% |
| 7D | +14.9% | +0.9% | +14.0% | +14.7% |
| 30D | +13.3% | +13.8% | -0.5% | +10.7% |
| 3M | +24.4% | -6.4% | +30.8% | +25.4% |
| 6M | +258.0% | -8.2% | +266.2% | +257.4% |
| YTD | +320.2% | +41.6% | +278.5% | +289.9% |
| 1Y | +319.1% | +88.7% | +230.3% | +269.6% |
| All | +319.1% | +97.6% | +221.4% | +269.6% |
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