-24.3%
EWY vs RIG
-16.1%
-8.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.1% | -5.9% | -2.3% |
| 7D | +4.2% | +5.7% | -1.5% | +3.5% |
| 30D | -10.7% | -0.7% | -10.0% | -10.8% |
| 3M | -20.1% | -3.1% | -16.9% | -20.1% |
| 6M | -24.3% | -16.3% | -8.0% | -24.8% |
| All | -24.3% | -16.1% | -8.2% | -24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling