+18.1%
EW vs RIG
+43.0%
-25.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -7.6% | +12.0% | +4.0% |
| 7D | +8.3% | -18.8% | +27.0% | +7.3% |
| 30D | +13.9% | -1.1% | +15.0% | +13.6% |
| 3M | +10.9% | +4.4% | +6.5% | +10.8% |
| 6M | +19.2% | -20.8% | +40.0% | +18.5% |
| YTD | +16.6% | +32.0% | -15.4% | +14.6% |
| 1Y | +18.1% | +39.7% | -21.7% | +15.4% |
| All | +18.1% | +43.0% | -25.0% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling