+50.3%
EWZ vs RIG
-46.5%
+96.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.2% |
| 7D | +1.4% | -17.0% | +18.4% | +4.4% |
| 30D | -25.1% | -6.2% | -18.9% | -24.6% |
| 3M | -7.7% | -1.7% | -6.0% | -8.1% |
| 6M | -15.8% | -19.2% | +3.4% | -13.8% |
| YTD | +3.6% | +25.2% | -21.6% | -2.3% |
| 1Y | +5.5% | +29.9% | -24.4% | -1.3% |
| 3Y | +22.1% | -21.3% | +43.4% | +18.7% |
| 5Y | +58.3% | +40.5% | +17.9% | +29.7% |
| 10Y | +50.3% | -49.6% | +99.8% | +10.8% |
| All | +50.3% | -46.5% | +96.8% | +10.8% |
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 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