+212.6%
GLW vs RIG
+44.4%
+168.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.3% |
| 7D | -13.9% | -24.5% | +10.6% | -10.9% |
| 30D | -35.0% | -2.8% | -32.2% | -34.8% |
| 3M | -32.4% | +1.6% | -33.9% | -32.8% |
| 6M | -41.3% | -15.9% | -25.5% | -40.5% |
| YTD | +21.8% | +26.9% | -5.0% | +16.4% |
| 1Y | +21.8% | +34.4% | -12.5% | +15.6% |
| 3Y | +307.7% | -21.2% | +328.9% | +294.2% |
| All | +212.6% | +44.4% | +168.3% | +188.7% |
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