+76.3%
DE vs RIG
-31.2%
+107.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -3.0% | -8.2% | +5.2% | -1.7% |
| 30D | +11.1% | -0.2% | +11.3% | +11.2% |
| 3M | +17.6% | -2.7% | +20.3% | +17.8% |
| 6M | +13.6% | -7.5% | +21.0% | +14.0% |
| YTD | +46.3% | +38.3% | +8.0% | +36.6% |
| 1Y | +44.2% | +81.8% | -37.7% | +27.1% |
| All | +76.3% | -31.2% | +107.5% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling