+134.7%
GLW vs RIG
+79.6%
+55.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | +16.9% | -8.2% | +25.1% | +18.6% |
| 30D | +7.0% | -0.2% | +7.2% | +6.8% |
| 3M | -3.0% | -2.7% | -0.2% | -3.0% |
| 6M | +31.0% | -7.5% | +38.4% | +29.5% |
| YTD | +93.4% | +38.3% | +55.2% | +71.1% |
| 1Y | +134.7% | +81.8% | +52.9% | +94.9% |
| All | +134.7% | +79.6% | +55.2% | +94.9% |
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