+143.3%
DELL vs RIG
+43.0%
+100.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -7.6% | -1.2% | -7.5% |
| 7D | -24.6% | -18.8% | -5.8% | -22.0% |
| 30D | -32.5% | -1.1% | -31.4% | -32.2% |
| 3M | -20.2% | +4.4% | -24.6% | -21.0% |
| 6M | +76.5% | -20.8% | +97.3% | +80.8% |
| YTD | +198.9% | +32.0% | +167.0% | +179.9% |
| 1Y | +143.3% | +39.7% | +103.6% | +123.4% |
| All | +143.3% | +43.0% | +100.3% | +123.4% |
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