+502.5%
EWT vs RIG
-89.1%
+591.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.5% |
| 7D | +9.1% | +5.7% | +3.4% | +8.3% |
| 30D | -12.2% | -0.7% | -11.5% | -12.3% |
| 3M | -9.4% | -3.1% | -6.3% | -9.4% |
| 6M | +2.7% | -16.3% | +19.0% | +4.3% |
| YTD | +53.3% | +34.1% | +19.1% | +44.5% |
| 1Y | +59.2% | +38.2% | +21.0% | +49.3% |
| 3Y | +157.1% | -15.3% | +172.4% | +148.6% |
| 5Y | +119.6% | +62.5% | +57.2% | +80.8% |
| 10Y | +446.9% | -46.6% | +493.5% | +313.5% |
| All | +502.5% | -89.1% | +591.6% | +402.0% |
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