+8.9%
GE vs RIG
+43.0%
-34.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -7.6% | +10.4% | +1.9% |
| 7D | +9.4% | -18.8% | +28.2% | +7.2% |
| 30D | +7.5% | -1.1% | +8.6% | +7.1% |
| 3M | -12.5% | +4.4% | -17.0% | -12.6% |
| 6M | +17.8% | -20.8% | +38.6% | +16.9% |
| YTD | +7.4% | +32.0% | -24.6% | +0.3% |
| 1Y | +8.9% | +39.7% | -30.9% | -1.0% |
| All | +8.9% | +43.0% | -34.2% | -1.0% |
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