+851.5%
DE vs RIG
-41.2%
+892.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.1% |
| 7D | -2.6% | -3.1% | +0.5% | -2.2% |
| 30D | +9.0% | -0.5% | +9.6% | +9.1% |
| 3M | +19.1% | -6.0% | +25.1% | +19.7% |
| 6M | +14.4% | -10.1% | +24.5% | +15.1% |
| YTD | +45.9% | +37.3% | +8.7% | +38.3% |
| 1Y | +43.6% | +73.9% | -30.3% | +30.8% |
| 3Y | +75.9% | -30.2% | +106.1% | +75.3% |
| 5Y | +98.8% | +62.5% | +36.3% | +68.6% |
| All | +851.5% | -41.2% | +892.7% | +654.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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