+236.1%
EW vs RIG
-49.1%
+285.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +9.3% | -12.2% | +21.5% | +10.1% |
| 30D | +22.1% | -6.0% | +28.1% | +22.3% |
| 3M | +13.0% | -9.4% | +22.5% | +13.4% |
| 6M | +30.1% | -19.1% | +49.1% | +31.2% |
| YTD | +22.0% | +25.4% | -3.4% | +18.8% |
| 1Y | +23.7% | +23.3% | +0.4% | +20.5% |
| 3Y | +62.0% | -22.1% | +84.1% | +59.1% |
| 5Y | -12.4% | +50.1% | -62.6% | -21.5% |
| 10Y | +236.1% | -50.7% | +286.7% | +185.8% |
| All | +236.1% | -49.1% | +285.2% | +185.8% |
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