+692.8%
GOOGL vs RIG
-46.1%
+738.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -1.3% |
| 7D | +3.9% | +5.7% | -1.9% | +3.4% |
| 30D | -14.9% | -0.7% | -14.2% | -15.0% |
| 3M | -14.6% | -3.1% | -11.4% | -14.6% |
| 6M | -26.4% | -16.3% | -10.1% | -25.8% |
| YTD | -5.3% | +34.1% | -39.5% | -9.1% |
| 1Y | +6.5% | +38.2% | -31.7% | +1.9% |
| 3Y | +126.0% | -15.3% | +141.3% | +119.9% |
| 5Y | +100.8% | +62.5% | +38.4% | +77.7% |
| All | +692.8% | -46.1% | +738.9% | +606.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling