+146.1%
EWT vs RIG
+58.5%
+87.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.7% |
| 7D | -1.1% | -4.2% | +3.1% | -0.7% |
| 30D | +4.8% | -0.7% | +5.5% | +4.8% |
| 3M | +11.1% | -4.0% | +15.1% | +11.4% |
| 6M | +54.6% | -6.3% | +61.0% | +54.5% |
| YTD | +71.4% | +39.7% | +31.7% | +63.4% |
| 1Y | +82.1% | +78.1% | +4.0% | +68.3% |
| 3Y | +193.2% | -29.5% | +222.7% | +188.2% |
| 5Y | +146.1% | +65.3% | +80.8% | +114.9% |
| All | +146.1% | +58.5% | +87.6% | +114.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling