+436.7%
GE vs RIG
+52.4%
+384.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.5% |
| 7D | +1.2% | -2.7% | +3.9% | +1.5% |
| 30D | -9.5% | +9.5% | -19.0% | -10.7% |
| 3M | +4.1% | -6.6% | +10.8% | +4.6% |
| 6M | +3.9% | -2.9% | +6.8% | +3.0% |
| YTD | +9.0% | +39.5% | -30.4% | +2.0% |
| 1Y | +21.9% | +82.3% | -60.3% | +9.1% |
| 3Y | +281.8% | -29.6% | +311.4% | +278.4% |
| 5Y | +436.7% | +63.2% | +373.6% | +330.7% |
| All | +436.7% | +52.4% | +384.3% | +330.7% |
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