+31.2%
INTC vs RIG
+56.5%
-25.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | +17.1% | +4.3% | +12.8% | +16.3% |
| 30D | -40.5% | -5.8% | -34.6% | -40.0% |
| 3M | -39.4% | -6.7% | -32.7% | -39.0% |
| 6M | -49.3% | -18.7% | -30.6% | -48.0% |
| YTD | +65.9% | +28.8% | +37.0% | +55.2% |
| 1Y | +61.5% | +28.8% | +32.7% | +51.1% |
| 3Y | +59.6% | -20.0% | +79.6% | +52.0% |
| 5Y | +31.2% | +56.0% | -24.9% | +9.0% |
| All | +31.2% | +56.5% | -25.3% | +9.0% |
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