+636.7%
DELL vs RIG
-30.5%
+667.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.1% | -6.4% | -5.6% |
| 7D | -1.9% | -4.2% | +2.3% | -1.0% |
| 30D | +14.9% | -0.7% | +15.6% | +14.9% |
| 3M | +37.2% | -4.0% | +41.2% | +37.9% |
| 6M | +254.0% | -6.3% | +260.3% | +254.3% |
| YTD | +306.1% | +39.7% | +266.4% | +266.7% |
| 1Y | +312.3% | +78.1% | +234.2% | +246.0% |
| All | +636.7% | -30.5% | +667.2% | +538.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling