+56.0%
RIG vs COO
-39.4%
+95.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +4.3% | -2.1% | +6.4% | +4.9% |
| 30D | -5.8% | +13.9% | -19.8% | -10.2% |
| 3M | -6.7% | -18.9% | +12.3% | -0.5% |
| 6M | -18.7% | +3.7% | -22.4% | -21.9% |
| YTD | +28.8% | -24.1% | +52.9% | +40.8% |
| 1Y | +28.8% | -14.2% | +43.0% | +33.4% |
| 3Y | -20.0% | -24.5% | +4.5% | -16.0% |
| 5Y | +56.0% | -40.4% | +96.4% | +62.0% |
| All | +56.0% | -39.4% | +95.4% | +62.0% |
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 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