+24.4%
EW vs RIG
+34.1%
-9.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.9% | +1.5% |
| 7D | +4.9% | +5.7% | -0.8% | +5.2% |
| 30D | +23.9% | -0.7% | +24.7% | +23.7% |
| 3M | +15.8% | -3.1% | +18.9% | +15.4% |
| 6M | +31.7% | -16.3% | +48.0% | +30.9% |
| YTD | +25.7% | +34.1% | -8.5% | +24.1% |
| 1Y | +24.4% | +38.2% | -13.7% | +22.7% |
| All | +24.4% | +34.1% | -9.7% | +22.7% |
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