+252.1%
INTC vs RIG
-41.2%
+293.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.8% |
| 7D | +7.5% | -3.1% | +10.5% | +7.8% |
| 30D | +2.0% | -0.5% | +2.5% | +1.9% |
| 3M | -12.0% | -6.0% | -6.0% | -11.6% |
| 6M | +114.5% | -10.1% | +124.7% | +115.8% |
| YTD | +179.0% | +37.3% | +141.7% | +165.9% |
| 1Y | +318.3% | +73.9% | +244.4% | +286.1% |
| 3Y | +171.2% | -30.2% | +201.4% | +169.7% |
| 5Y | +107.6% | +62.5% | +45.1% | +81.8% |
| All | +252.1% | -41.2% | +293.3% | +191.1% |
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 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