+127.0%
EW vs RIG
-43.8%
+170.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.4% |
| 7D | -4.4% | -2.7% | -1.7% | -4.3% |
| 30D | -3.3% | +9.5% | -12.8% | -4.0% |
| 3M | +1.0% | -6.6% | +7.7% | +1.3% |
| 6M | +6.2% | -2.9% | +9.1% | +5.9% |
| YTD | +1.7% | +39.5% | -37.7% | -1.3% |
| 1Y | +8.1% | +82.3% | -74.2% | +2.6% |
| 3Y | +17.1% | -29.6% | +46.7% | +16.4% |
| 5Y | -29.4% | +63.2% | -92.5% | -37.0% |
| All | +127.0% | -43.8% | +170.8% | +88.9% |
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 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