+133.6%
GOOG vs RIG
+56.9%
+76.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -1.6% | -8.2% | +6.6% | -0.8% |
| 30D | -7.7% | -0.2% | -7.5% | -7.7% |
| 3M | -9.3% | -2.7% | -6.6% | -9.3% |
| 6M | +7.4% | -7.5% | +14.9% | +7.4% |
| YTD | +4.9% | +38.3% | -33.4% | +0.1% |
| 1Y | +37.2% | +81.8% | -44.6% | +26.8% |
| 3Y | +141.6% | -30.2% | +171.8% | +136.5% |
| All | +133.6% | +56.9% | +76.7% | +99.2% |
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