-43.7%
RIG vs COO
+42,065.3%
-42,109.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +4.0% |
| 7D | +5.7% | +0.5% | +5.3% | +5.7% |
| 30D | -0.7% | +14.2% | -14.9% | -2.5% |
| 3M | -3.1% | -18.2% | +15.1% | -1.2% |
| 6M | -16.3% | +5.3% | -21.7% | -17.5% |
| YTD | +34.1% | -23.6% | +57.7% | +37.5% |
| 1Y | +38.2% | -12.7% | +50.8% | +39.3% |
| 3Y | -15.3% | -24.2% | +8.9% | -13.5% |
| 5Y | +62.5% | -40.0% | +102.5% | +69.8% |
| 10Y | -46.6% | +41.6% | -88.1% | -48.2% |
| All | -43.7% | +42,065.3% | -42,109.0% | -58.1% |
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 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