+5.9%
EXC vs RIG
+85.2%
-79.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.7% |
| 7D | +1.2% | -2.7% | +3.9% | +1.2% |
| 30D | -2.7% | +9.5% | -12.2% | -2.8% |
| 3M | -1.0% | -6.6% | +5.7% | -1.0% |
| 6M | -9.3% | -2.9% | -6.4% | -9.4% |
| YTD | +3.6% | +39.5% | -35.8% | +2.5% |
| 1Y | +5.9% | +82.3% | -76.4% | +4.7% |
| All | +5.9% | +85.2% | -79.3% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling