+50.6%
MSFT vs RIG
-22.7%
+73.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.2% |
| 7D | +1.7% | -24.5% | +26.2% | +3.4% |
| 30D | +0.2% | -2.8% | +2.9% | +0.2% |
| 3M | +6.4% | +1.6% | +4.8% | +5.9% |
| 6M | +28.7% | -15.9% | +44.6% | +29.6% |
| YTD | +10.4% | +26.9% | -16.5% | +7.3% |
| 1Y | +7.6% | +34.4% | -26.7% | +4.1% |
| All | +50.6% | -22.7% | +73.3% | +41.8% |
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