+42.7%
ORCL vs RIG
+62.5%
-19.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.5% | -1.9% |
| 7D | +8.0% | +5.7% | +2.2% | +7.3% |
| 30D | -4.0% | -0.7% | -3.3% | -3.9% |
| 3M | -19.5% | -3.1% | -16.3% | -19.4% |
| 6M | -33.5% | -16.3% | -17.2% | -32.5% |
| YTD | -34.8% | +34.1% | -69.0% | -37.8% |
| 1Y | -41.6% | +38.2% | -79.8% | -44.5% |
| 3Y | +13.8% | -15.3% | +29.1% | +8.2% |
| All | +42.7% | +62.5% | -19.8% | +23.7% |
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 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