+91.4%
ORCL vs RIG
+60.3%
+31.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.8% | +5.9% | +3.4% |
| 7D | +5.3% | +0.9% | +4.4% | +5.1% |
| 30D | +10.0% | +13.8% | -3.8% | +8.2% |
| 3M | -32.6% | -6.4% | -26.2% | -32.3% |
| 6M | +4.9% | -8.2% | +13.1% | +5.1% |
| YTD | -17.8% | +41.6% | -59.4% | -21.7% |
| 1Y | -28.0% | +88.7% | -116.7% | -33.8% |
| 3Y | +36.0% | -30.9% | +66.9% | +31.0% |
| All | +91.4% | +60.3% | +31.2% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling