+594.1%
EWT vs RIG
-88.4%
+682.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.7% | +2.3% |
| 7D | +4.0% | +0.9% | +3.1% | +3.8% |
| 30D | +10.3% | +13.8% | -3.5% | +8.1% |
| 3M | +6.1% | -6.4% | +12.5% | +6.7% |
| 6M | +56.6% | -8.2% | +64.8% | +57.1% |
| YTD | +76.6% | +41.6% | +34.9% | +65.8% |
| 1Y | +97.9% | +88.7% | +9.2% | +77.4% |
| 3Y | +198.0% | -30.9% | +228.8% | +197.1% |
| 5Y | +151.8% | +57.7% | +94.1% | +108.0% |
| 10Y | +514.1% | -39.3% | +553.4% | +350.9% |
| All | +594.1% | -88.4% | +682.5% | +475.9% |
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 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