-40.5%
RIG vs TECH
+9,660.5%
-9,701.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +13.8% | +0.7% | +13.1% | +13.7% |
| 3M | -6.4% | +36.3% | -42.7% | -11.9% |
| 6M | -8.2% | +25.6% | -33.7% | -13.2% |
| YTD | +41.6% | +23.7% | +18.0% | +34.2% |
| 1Y | +88.7% | +37.6% | +51.1% | +74.8% |
| 3Y | -30.9% | -6.6% | -24.3% | -32.4% |
| 5Y | +57.7% | -42.2% | +99.9% | +64.9% |
| 10Y | -39.3% | +187.6% | -226.8% | -51.0% |
| All | -40.5% | +9,660.5% | -9,701.1% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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