+4.6%
EXC vs RIG
+34.1%
-29.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.8% | +1.4% |
| 7D | +1.4% | +5.7% | -4.3% | +1.4% |
| 30D | +8.6% | -0.7% | +9.3% | +8.5% |
| 3M | +2.4% | -3.1% | +5.5% | +2.4% |
| 6M | +6.5% | -16.3% | +22.8% | +6.6% |
| YTD | +9.0% | +34.1% | -25.1% | +5.0% |
| 1Y | +4.6% | +38.2% | -33.6% | 0.0% |
| All | +4.6% | +34.1% | -29.6% | 0.0% |
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 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