+150.5%
GOOGL vs RIG
-28.9%
+179.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | +1.1% | -2.7% | +3.8% | +1.3% |
| 30D | -4.4% | +9.5% | -13.9% | -5.3% |
| 3M | -6.8% | -6.6% | -0.2% | -6.4% |
| 6M | +13.6% | -2.9% | +16.4% | +12.9% |
| YTD | +8.3% | +39.5% | -31.2% | +2.3% |
| 1Y | +44.9% | +82.3% | -37.3% | +31.5% |
| 3Y | +150.5% | -29.6% | +180.0% | +132.4% |
| All | +150.5% | -28.9% | +179.4% | +132.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling