+1,845.6%
GE vs RIG
-40.2%
+1,885.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.6% |
| 7D | -1.6% | +0.9% | -2.5% | -1.8% |
| 30D | -11.6% | +13.8% | -25.4% | -13.7% |
| 3M | +3.0% | -6.4% | +9.4% | +3.5% |
| 6M | -0.5% | -8.2% | +7.6% | -0.6% |
| YTD | +9.7% | +41.6% | -31.9% | +1.0% |
| 1Y | +20.0% | +88.7% | -68.7% | +4.3% |
| 3Y | +275.8% | -30.9% | +306.7% | +272.4% |
| 5Y | +429.1% | +57.7% | +371.4% | +318.5% |
| 10Y | +151.2% | -39.3% | +190.4% | +79.9% |
| All | +1,845.6% | -40.2% | +1,885.8% | +1,424.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling