+30,099.9%
MSFT vs RIG
-46.4%
+30,146.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.3% |
| 7D | +1.7% | -24.5% | +26.2% | +4.7% |
| 30D | +0.2% | -2.8% | +2.9% | +0.2% |
| 3M | +6.4% | +1.6% | +4.8% | +5.6% |
| 6M | +28.7% | -15.9% | +44.6% | +30.2% |
| YTD | +10.4% | +26.9% | -16.5% | +5.8% |
| 1Y | +7.6% | +34.4% | -26.7% | +2.4% |
| 3Y | +52.3% | -21.2% | +73.5% | +48.7% |
| 5Y | +64.5% | +46.4% | +18.1% | +41.7% |
| 10Y | +917.8% | -45.8% | +963.6% | +696.0% |
| All | +30,099.9% | -46.4% | +30,146.3% | +24,254.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling