+19,298.9%
ORCL vs RIG
-40.2%
+19,339.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.8% | +5.9% | +3.5% |
| 7D | +5.3% | +0.9% | +4.4% | +5.1% |
| 30D | +10.0% | +13.8% | -3.8% | +7.9% |
| 3M | -32.6% | -6.4% | -26.2% | -32.2% |
| 6M | +4.9% | -8.2% | +13.1% | +5.2% |
| YTD | -17.8% | +41.6% | -59.4% | -22.5% |
| 1Y | -28.0% | +88.7% | -116.7% | -34.9% |
| 3Y | +36.0% | -30.9% | +66.9% | +35.5% |
| 5Y | +88.7% | +57.7% | +31.0% | +57.9% |
| 10Y | +346.9% | -39.3% | +386.2% | +234.5% |
| All | +19,298.9% | -40.2% | +19,339.1% | +11,504.5% |
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 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