+4.4%
GOOGL vs RIG
+43.0%
-38.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -7.6% | +10.8% | +2.8% |
| 7D | -11.1% | -18.8% | +7.7% | -11.8% |
| 30D | -16.6% | -1.1% | -15.5% | -16.6% |
| 3M | -23.4% | +4.4% | -27.8% | -23.2% |
| 6M | -24.5% | -20.8% | -3.7% | -24.5% |
| YTD | -7.5% | +32.0% | -39.5% | -12.3% |
| 1Y | +4.4% | +39.7% | -35.4% | -3.1% |
| All | +4.4% | +43.0% | -38.7% | -3.1% |
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 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