+246.0%
ORCL vs RIG
-49.1%
+295.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -6.5% | -12.2% | +5.7% | -5.4% |
| 30D | -16.6% | -6.0% | -10.6% | -16.1% |
| 3M | -21.6% | -9.4% | -12.2% | -21.1% |
| 6M | -39.4% | -19.1% | -20.3% | -38.5% |
| YTD | -38.7% | +25.4% | -64.1% | -40.5% |
| 1Y | -50.4% | +23.3% | -73.7% | -51.8% |
| 3Y | +8.1% | -22.1% | +30.2% | +6.3% |
| 5Y | +34.5% | +50.1% | -15.6% | +20.9% |
| 10Y | +246.0% | -50.7% | +296.7% | +197.6% |
| All | +246.0% | -49.1% | +295.1% | +197.6% |
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