-41.2%
RIG vs COO
+17.5%
-58.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -14.7% | +15.7% | +7.7% |
| 7D | -4.2% | -23.3% | +19.2% | +7.4% |
| 30D | -0.7% | -29.5% | +28.8% | +15.6% |
| 3M | -4.0% | -20.0% | +16.0% | +4.5% |
| 6M | -6.3% | -27.2% | +20.9% | +5.8% |
| YTD | +39.7% | -33.9% | +73.6% | +66.1% |
| 1Y | +78.1% | -19.9% | +98.0% | +90.6% |
| 3Y | -29.5% | -38.1% | +8.6% | -17.1% |
| 5Y | +65.3% | -52.0% | +117.3% | +116.2% |
| All | -41.2% | +17.5% | -58.7% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded COO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling