+13,444.1%
GOOG vs RIG
-77.4%
+13,521.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.7% |
| 7D | -2.1% | +0.9% | -3.0% | -2.3% |
| 30D | -6.8% | +13.8% | -20.6% | -8.4% |
| 3M | -9.1% | -6.4% | -2.7% | -8.7% |
| 6M | +10.7% | -8.2% | +18.9% | +10.8% |
| YTD | +7.1% | +41.6% | -34.6% | +0.9% |
| 1Y | +44.6% | +88.7% | -44.1% | +30.8% |
| 3Y | +147.4% | -30.9% | +178.3% | +145.7% |
| 5Y | +133.8% | +57.7% | +76.1% | +96.3% |
| 10Y | +777.5% | -39.3% | +816.8% | +565.5% |
| All | +13,444.1% | -77.4% | +13,521.6% | +13,995.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling