+151.5%
EXC vs RIG
-42.7%
+194.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | +1.2% | -2.7% | +3.9% | +1.4% |
| 30D | -2.7% | +9.5% | -12.2% | -3.3% |
| 3M | -1.0% | -6.6% | +5.7% | -0.7% |
| 6M | -9.3% | -2.9% | -6.4% | -9.5% |
| YTD | +3.6% | +39.5% | -35.8% | +1.1% |
| 1Y | +5.9% | +82.3% | -76.4% | +1.5% |
| 3Y | +21.3% | -29.6% | +50.9% | +21.2% |
| 5Y | +46.2% | +63.2% | -17.0% | +33.9% |
| 10Y | +151.5% | -45.0% | +196.5% | +94.7% |
| All | +151.5% | -42.7% | +194.2% | +94.7% |
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 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