-42.2%
RIG vs INFY
+80.1%
-122.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.5% |
| 7D | -3.1% | -5.4% | +2.3% | -0.5% |
| 30D | -0.5% | -9.9% | +9.3% | +4.4% |
| 3M | -6.0% | -4.6% | -1.4% | -5.5% |
| 6M | -10.1% | -18.5% | +8.3% | -3.0% |
| YTD | +37.3% | -36.5% | +73.8% | +66.2% |
| 1Y | +73.9% | -32.8% | +106.7% | +101.9% |
| 3Y | -30.2% | -32.2% | +2.0% | -21.4% |
| 5Y | +62.5% | -44.7% | +107.1% | +99.5% |
| All | -42.2% | +80.1% | -122.3% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 10y: compounded portfolio wealth divided by compounded INFY 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…
10y analysis · Full analysis span regression · 6 months rolling