+19.0%
EWZ vs RIG
-24.1%
+43.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.1% | +0.3% |
| 7D | -1.5% | -24.5% | +23.0% | +2.1% |
| 30D | -24.5% | -2.8% | -21.7% | -24.6% |
| 3M | -10.7% | +1.6% | -12.2% | -11.5% |
| 6M | -19.1% | -15.9% | -3.2% | -18.0% |
| YTD | +1.6% | +26.9% | -25.3% | -3.9% |
| 1Y | +4.3% | +34.4% | -30.1% | -2.3% |
| 3Y | +19.0% | -21.2% | +40.2% | +15.0% |
| All | +19.0% | -24.1% | +43.0% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling