+51.2%
MSFT vs RIG
-28.9%
+80.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -1.1% |
| 7D | -1.4% | -2.7% | +1.3% | -1.3% |
| 30D | -1.0% | +9.5% | -10.5% | -1.7% |
| 3M | +20.2% | -6.6% | +26.8% | +20.5% |
| 6M | +21.3% | -2.9% | +24.1% | +21.0% |
| YTD | +2.8% | +39.5% | -36.7% | -0.3% |
| 1Y | 0.0% | +82.3% | -82.3% | -5.3% |
| 3Y | +51.2% | -29.6% | +80.8% | +38.9% |
| All | +51.2% | -28.9% | +80.1% | +38.9% |
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