+910.6%
EWY vs RIG
-88.1%
+998.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.1% | -5.9% | -2.5% |
| 7D | +4.2% | +5.7% | -1.5% | +3.2% |
| 30D | -10.7% | -0.7% | -10.0% | -10.7% |
| 3M | -20.1% | -3.1% | -16.9% | -20.0% |
| 6M | -24.3% | -16.3% | -8.0% | -22.7% |
| YTD | +46.9% | +34.1% | +12.7% | +37.1% |
| 1Y | +55.2% | +38.2% | +17.0% | +43.9% |
| 3Y | +157.0% | -15.3% | +172.2% | +146.8% |
| 5Y | +98.9% | +62.5% | +36.4% | +56.5% |
| 10Y | +226.3% | -46.6% | +272.9% | +129.4% |
| All | +910.6% | -88.1% | +998.7% | +827.6% |
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