+569.8%
DELL vs RIG
+62.5%
+507.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.1% | -11.3% | -8.0% |
| 7D | +4.9% | +5.7% | -0.9% | +3.7% |
| 30D | -32.1% | -0.7% | -31.4% | -32.0% |
| 3M | -30.2% | -3.1% | -27.1% | -30.1% |
| 6M | +41.7% | -16.3% | +58.0% | +45.2% |
| YTD | +176.6% | +34.1% | +142.4% | +156.3% |
| 1Y | +159.9% | +38.2% | +121.8% | +139.1% |
| 3Y | +388.0% | -15.3% | +403.3% | +359.1% |
| All | +569.8% | +62.5% | +507.4% | +428.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling