-40.5%
RIG vs COO
+46,736.1%
-46,776.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.6% |
| 7D | +0.9% | -2.2% | +3.1% | +1.1% |
| 30D | +13.8% | -7.0% | +20.8% | +14.8% |
| 3M | -6.4% | +12.2% | -18.6% | -8.0% |
| 6M | -8.2% | -15.1% | +7.0% | -6.7% |
| YTD | +41.6% | -15.1% | +56.7% | +44.0% |
| 1Y | +88.7% | +2.3% | +86.4% | +87.4% |
| 3Y | -30.9% | -23.7% | -7.2% | -29.2% |
| 5Y | +57.7% | -38.9% | +96.6% | +64.9% |
| 10Y | -39.3% | +49.9% | -89.2% | -41.4% |
| All | -40.5% | +46,736.1% | -46,776.6% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling