+3.6%
GOOG vs RIG
+43.0%
-39.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -7.6% | +10.9% | +2.9% |
| 7D | -10.7% | -18.8% | +8.0% | -11.5% |
| 30D | -16.4% | -1.1% | -15.4% | -16.4% |
| 3M | -23.4% | +4.4% | -27.8% | -23.2% |
| 6M | -24.2% | -20.8% | -3.4% | -24.2% |
| YTD | -8.3% | +32.0% | -40.2% | -12.8% |
| 1Y | +3.6% | +39.7% | -36.2% | -3.6% |
| All | +3.6% | +43.0% | -39.5% | -3.6% |
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