+58.1%
INTC vs RIG
-16.1%
+74.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.1% | -6.7% | -3.5% |
| 7D | +6.0% | +5.7% | +0.3% | +4.6% |
| 30D | -39.2% | -0.7% | -38.5% | -39.3% |
| 3M | -42.9% | -3.1% | -39.8% | -43.1% |
| 6M | -50.4% | -16.3% | -34.1% | -49.1% |
| YTD | +61.7% | +34.1% | +27.5% | +44.7% |
| 1Y | +66.1% | +38.2% | +28.0% | +47.4% |
| 3Y | +58.1% | -15.3% | +73.4% | +45.8% |
| All | +58.1% | -16.1% | +74.2% | +45.8% |
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 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