+1,244.2%
EWY vs RIG
-87.6%
+1,331.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | +8.0% | -2.7% | +10.7% | +8.5% |
| 30D | +14.3% | +9.5% | +4.8% | +12.4% |
| 3M | +2.3% | -6.6% | +8.9% | +3.1% |
| 6M | +49.9% | -2.9% | +52.7% | +48.9% |
| YTD | +95.3% | +39.5% | +55.9% | +81.8% |
| 1Y | +161.7% | +82.3% | +79.4% | +131.1% |
| 3Y | +230.2% | -29.6% | +259.7% | +228.2% |
| 5Y | +148.1% | +63.2% | +85.0% | +94.9% |
| 10Y | +293.2% | -45.0% | +338.1% | +174.0% |
| All | +1,244.2% | -87.6% | +1,331.8% | +1,130.0% |
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