+46.1%
GOOGL vs RIG
+97.6%
-51.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.7% | -1.2% |
| 7D | -2.3% | +0.9% | -3.2% | -2.3% |
| 30D | -6.6% | +13.8% | -20.4% | -6.6% |
| 3M | -9.0% | -6.4% | -2.6% | -8.7% |
| 6M | +11.8% | -8.2% | +20.0% | +11.7% |
| YTD | +8.3% | +41.6% | -33.4% | +3.7% |
| 1Y | +46.1% | +88.7% | -42.6% | +36.8% |
| All | +46.1% | +97.6% | -51.5% | +36.8% |
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