+32.1%
GLW vs RIG
+28.0%
+4.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.3% | +10.6% | +9.5% |
| 7D | -5.9% | -17.0% | +11.1% | -3.5% |
| 30D | -26.0% | -6.2% | -19.8% | -25.4% |
| 3M | -29.9% | -1.7% | -28.2% | -30.3% |
| 6M | -37.8% | -19.2% | -18.5% | -36.7% |
| YTD | +33.1% | +25.2% | +7.9% | +15.3% |
| All | +32.1% | +28.0% | +4.1% | +15.0% |
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