+7,595.3%
EW vs RIG
-87.4%
+7,682.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.5% |
| 7D | +6.5% | -2.6% | +9.0% | +6.7% |
| 30D | +22.5% | -5.2% | +27.7% | +22.7% |
| 3M | +13.0% | -8.6% | +21.6% | +13.4% |
| 6M | +37.1% | -18.9% | +56.0% | +38.5% |
| YTD | +24.1% | +28.6% | -4.5% | +20.0% |
| 1Y | +24.2% | +25.5% | -1.3% | +20.3% |
| 3Y | +64.8% | -20.2% | +84.9% | +60.7% |
| 5Y | -7.4% | +53.9% | -61.3% | -18.4% |
| 10Y | +248.8% | -48.8% | +297.6% | +186.7% |
| All | +7,595.3% | -87.4% | +7,682.7% | +6,502.6% |
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