+142.1%
GOOG vs RIG
-30.5%
+172.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.5% |
| 7D | -2.5% | -4.2% | +1.7% | -2.1% |
| 30D | -3.6% | -0.7% | -2.9% | -3.6% |
| 3M | -6.4% | -4.0% | -2.4% | -6.2% |
| 6M | +7.8% | -6.3% | +14.1% | +7.6% |
| YTD | +5.5% | +39.7% | -34.2% | -0.4% |
| 1Y | +38.3% | +78.1% | -39.8% | +25.8% |
| All | +142.1% | -30.5% | +172.6% | +124.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling