+780.7%
GOOG vs RIG
-41.2%
+821.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.3% | +1.7% |
| 7D | 0.0% | -3.1% | +3.1% | +0.3% |
| 30D | -2.0% | -0.5% | -1.4% | -2.0% |
| 3M | -5.9% | -6.0% | +0.1% | -5.6% |
| 6M | +8.9% | -10.1% | +19.0% | +9.2% |
| YTD | +7.1% | +37.3% | -30.2% | +3.0% |
| 1Y | +39.7% | +73.9% | -34.2% | +31.0% |
| 3Y | +145.8% | -30.2% | +176.0% | +143.7% |
| 5Y | +138.6% | +62.5% | +76.1% | +111.2% |
| All | +780.7% | -41.2% | +821.9% | +658.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling