-41.4%
RIG vs BBY
+11,639.8%
-11,681.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -4.2% | +0.7% | -4.8% | -4.3% |
| 30D | -0.7% | +5.8% | -6.5% | -1.9% |
| 3M | -4.0% | +18.0% | -22.0% | -7.3% |
| 6M | -6.3% | +39.8% | -46.2% | -13.0% |
| YTD | +39.7% | +35.4% | +4.3% | +30.2% |
| 1Y | +78.1% | +21.4% | +56.7% | +69.3% |
| 3Y | -29.5% | +39.5% | -69.0% | -35.1% |
| 5Y | +65.3% | -0.5% | +65.8% | +59.0% |
| 10Y | -41.3% | +240.0% | -281.3% | -52.3% |
| All | -41.4% | +11,639.8% | -11,681.1% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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