+7,328.4%
EW vs RIG
-87.6%
+7,416.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +1.1% |
| 7D | +11.0% | -24.5% | +35.5% | +13.4% |
| 30D | +19.1% | -2.8% | +21.9% | +19.1% |
| 3M | +14.4% | +1.6% | +12.8% | +13.7% |
| 6M | +22.8% | -15.9% | +38.7% | +23.6% |
| YTD | +19.8% | +26.9% | -7.1% | +16.0% |
| 1Y | +23.9% | +34.4% | -10.5% | +19.2% |
| 3Y | +52.2% | -21.2% | +73.4% | +48.6% |
| 5Y | -13.9% | +46.4% | -60.3% | -23.8% |
| 10Y | +241.9% | -45.8% | +287.7% | +179.2% |
| All | +7,328.4% | -87.6% | +7,416.0% | +6,280.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling