+271.2%
EW vs RIG
-46.1%
+317.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.9% | +1.0% |
| 7D | +4.9% | +5.7% | -0.8% | +4.5% |
| 30D | +23.9% | -0.7% | +24.7% | +23.8% |
| 3M | +15.8% | -3.1% | +18.9% | +15.6% |
| 6M | +31.7% | -16.3% | +48.0% | +32.5% |
| YTD | +25.7% | +34.1% | -8.5% | +21.9% |
| 1Y | +24.4% | +38.2% | -13.7% | +20.3% |
| 3Y | +65.9% | -15.3% | +81.2% | +62.0% |
| 5Y | -7.6% | +62.5% | -70.1% | -17.7% |
| All | +271.2% | -46.1% | +317.3% | +217.5% |
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