+15.4%
ORCL vs RIG
-19.4%
+34.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +10.4% | +4.3% | +6.1% | +9.6% |
| 30D | -11.2% | -5.8% | -5.4% | -10.3% |
| 3M | -16.8% | -6.7% | -10.1% | -16.1% |
| 6M | -31.5% | -18.7% | -12.8% | -29.7% |
| YTD | -33.9% | +28.8% | -62.7% | -38.3% |
| 1Y | -43.3% | +28.8% | -72.1% | -47.1% |
| All | +15.4% | -19.4% | +34.8% | +7.2% |
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