+54.2%
EWZ vs RIG
+62.5%
-8.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.8% | +0.8% |
| 7D | +0.8% | +5.7% | -5.0% | -0.1% |
| 30D | -24.4% | -0.7% | -23.6% | -24.6% |
| 3M | -4.6% | -3.1% | -1.4% | -4.7% |
| 6M | -11.6% | -16.3% | +4.8% | -10.2% |
| YTD | +2.4% | +34.1% | -31.8% | -3.9% |
| 1Y | +2.1% | +38.2% | -36.1% | -4.7% |
| 3Y | +18.7% | -15.3% | +34.0% | +14.4% |
| All | +54.2% | +62.5% | -8.3% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling