+13,508.9%
GOOGL vs RIG
-78.1%
+13,587.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.0% |
| 7D | 0.0% | -3.1% | +3.1% | +0.4% |
| 30D | -1.4% | -0.5% | -0.9% | -1.4% |
| 3M | -5.3% | -6.0% | +0.6% | -5.0% |
| 6M | +9.8% | -10.1% | +19.9% | +10.2% |
| YTD | +8.4% | +37.3% | -28.9% | +2.6% |
| 1Y | +41.2% | +73.9% | -32.7% | +29.1% |
| 3Y | +149.6% | -30.2% | +179.7% | +147.6% |
| 5Y | +142.6% | +62.5% | +80.1% | +103.1% |
| 10Y | +766.8% | -42.3% | +809.1% | +564.0% |
| All | +13,508.9% | -78.1% | +13,587.0% | +14,119.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling