+61.3%
RIG vs COO
-40.5%
+101.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.6% |
| 7D | -2.7% | -2.3% | -0.4% | -1.9% |
| 30D | +9.5% | -8.8% | +18.3% | +13.1% |
| 3M | -6.6% | +1.3% | -8.0% | -7.8% |
| 6M | -2.9% | -11.6% | +8.7% | +0.9% |
| YTD | +39.5% | -17.4% | +56.9% | +49.4% |
| 1Y | +82.3% | -1.6% | +83.9% | +80.6% |
| 3Y | -29.6% | -22.6% | -6.9% | -25.5% |
| All | +61.3% | -40.5% | +101.8% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling