+132.5%
GOOGL vs RIG
+64.1%
+68.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.2% |
| 7D | -1.9% | -8.2% | +6.3% | -1.1% |
| 30D | -7.5% | -0.2% | -7.3% | -7.5% |
| 3M | -9.2% | -2.7% | -6.4% | -9.2% |
| 6M | +8.1% | -7.5% | +15.5% | +8.0% |
| YTD | +5.8% | +38.3% | -32.4% | +1.1% |
| 1Y | +38.3% | +81.8% | -43.5% | +28.0% |
| 3Y | +144.8% | -30.2% | +175.0% | +139.5% |
| 5Y | +132.5% | +59.9% | +72.6% | +98.8% |
| All | +132.5% | +64.1% | +68.5% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling