+4,404.4%
DELL vs RIG
-41.2%
+4,445.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.7% | +13.7% | +12.2% |
| 7D | +8.2% | -3.1% | +11.3% | +8.7% |
| 30D | +17.1% | -0.5% | +17.6% | +17.1% |
| 3M | +45.2% | -6.0% | +51.1% | +46.0% |
| 6M | +286.8% | -10.1% | +296.9% | +289.9% |
| YTD | +354.8% | +37.3% | +317.5% | +330.1% |
| 1Y | +358.3% | +73.9% | +284.3% | +316.7% |
| 3Y | +724.9% | -30.2% | +755.1% | +720.4% |
| 5Y | +1,193.7% | +62.5% | +1,131.2% | +1,002.0% |
| All | +4,404.4% | -41.2% | +4,445.6% | +3,326.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling