+363.4%
ORCL vs RIG
-42.7%
+406.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.5% |
| 7D | +15.0% | -2.7% | +17.7% | +15.2% |
| 30D | +10.5% | +9.5% | +1.0% | +9.5% |
| 3M | -23.0% | -6.6% | -16.4% | -22.7% |
| 6M | +7.0% | -2.9% | +9.9% | +6.7% |
| YTD | -15.8% | +39.5% | -55.3% | -19.0% |
| 1Y | -31.1% | +82.3% | -113.4% | -35.4% |
| 3Y | +33.3% | -29.6% | +62.9% | +31.8% |
| 5Y | +94.3% | +63.2% | +31.1% | +73.2% |
| 10Y | +363.4% | -45.0% | +408.4% | +285.7% |
| All | +363.4% | -42.7% | +406.1% | +285.7% |
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