+303.5%
EWY vs RIG
-41.2%
+344.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +5.0% | +3.4% |
| 7D | -0.1% | -3.1% | +3.0% | +0.2% |
| 30D | +7.3% | -0.5% | +7.8% | +7.3% |
| 3M | -5.1% | -6.0% | +0.8% | -4.8% |
| 6M | +42.1% | -10.1% | +52.2% | +42.7% |
| YTD | +94.1% | +37.3% | +56.8% | +86.3% |
| 1Y | +147.8% | +73.9% | +73.9% | +131.3% |
| 3Y | +222.9% | -30.2% | +253.1% | +221.6% |
| 5Y | +150.6% | +62.5% | +88.2% | +120.1% |
| All | +303.5% | -41.2% | +344.7% | +236.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling