+244.8%
ORCL vs RIG
-46.9%
+291.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.6% |
| 7D | -11.2% | -24.5% | +13.3% | -8.9% |
| 30D | -18.8% | -2.8% | -16.0% | -18.7% |
| 3M | -18.8% | +1.6% | -20.3% | -19.1% |
| 6M | -39.7% | -15.9% | -23.8% | -39.1% |
| YTD | -39.6% | +26.9% | -66.5% | -41.5% |
| 1Y | -51.7% | +34.4% | -86.1% | -53.5% |
| 3Y | +10.2% | -21.2% | +31.4% | +8.3% |
| 5Y | +30.8% | +46.4% | -15.5% | +17.8% |
| All | +244.8% | -46.9% | +291.7% | +198.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling