+14,136.9%
ORCL vs RIG
-46.4%
+14,183.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.5% |
| 7D | -11.2% | -24.5% | +13.3% | -7.8% |
| 30D | -18.8% | -2.8% | -16.0% | -18.6% |
| 3M | -18.8% | +1.6% | -20.3% | -19.3% |
| 6M | -39.7% | -15.9% | -23.8% | -38.8% |
| YTD | -39.6% | +26.9% | -66.5% | -42.4% |
| 1Y | -51.7% | +34.4% | -86.1% | -54.4% |
| 3Y | +10.2% | -21.2% | +31.4% | +8.1% |
| 5Y | +30.8% | +46.4% | -15.5% | +10.7% |
| 10Y | +252.1% | -45.8% | +297.9% | +168.3% |
| All | +14,136.9% | -46.4% | +14,183.4% | +8,516.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling