+9.0%
MSFT vs RIG
+43.0%
-34.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -7.6% | +14.3% | +6.8% |
| 7D | +4.7% | -18.8% | +23.4% | +5.4% |
| 30D | +5.8% | -1.1% | +6.9% | +5.8% |
| 3M | +13.0% | +4.4% | +8.6% | +12.5% |
| 6M | +34.9% | -20.8% | +55.7% | +36.2% |
| YTD | +15.7% | +32.0% | -16.3% | +11.9% |
| 1Y | +9.0% | +39.7% | -30.8% | +4.1% |
| All | +9.0% | +43.0% | -34.1% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling