+160.3%
GE vs RIG
-48.3%
+208.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +1.0% |
| 7D | +4.0% | -2.6% | +6.6% | +4.5% |
| 30D | +11.1% | -5.2% | +16.2% | +11.5% |
| 3M | -6.7% | -8.6% | +1.9% | -6.2% |
| 6M | +14.3% | -18.9% | +33.2% | +16.4% |
| YTD | +11.7% | +28.6% | -16.8% | +3.4% |
| 1Y | +10.9% | +25.5% | -14.6% | +2.9% |
| 3Y | +279.0% | -20.2% | +299.2% | +263.2% |
| 5Y | +427.0% | +53.9% | +373.1% | +309.9% |
| All | +160.3% | -48.3% | +208.6% | +88.1% |
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 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