+55.0%
EWZ vs RIG
+60.3%
-5.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.3% |
| 7D | +6.5% | +0.9% | +5.6% | +6.4% |
| 30D | +4.8% | +13.8% | -9.0% | +2.8% |
| 3M | +9.9% | -6.4% | +16.3% | +10.6% |
| 6M | +1.9% | -8.2% | +10.1% | +2.3% |
| YTD | +20.3% | +41.6% | -21.3% | +12.6% |
| 1Y | +35.6% | +88.7% | -53.1% | +20.8% |
| 3Y | +43.4% | -30.9% | +74.3% | +43.1% |
| All | +55.0% | +60.3% | -5.3% | +29.7% |
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