+17.1%
EW vs RIG
-28.9%
+46.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.6% |
| 7D | -4.4% | -2.7% | -1.7% | -4.5% |
| 30D | -3.3% | +9.5% | -12.8% | -3.1% |
| 3M | +1.0% | -6.6% | +7.7% | +0.9% |
| 6M | +6.2% | -2.9% | +9.1% | +6.3% |
| YTD | +1.7% | +39.5% | -37.7% | +3.0% |
| 1Y | +8.1% | +82.3% | -74.2% | +10.5% |
| 3Y | +17.1% | -29.6% | +46.7% | +13.5% |
| All | +17.1% | -28.9% | +46.0% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling