+47.6%
EXC vs RIG
+60.3%
-12.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.8% | -1.0% |
| 7D | +0.3% | +0.9% | -0.6% | +0.3% |
| 30D | -3.7% | +13.8% | -17.5% | -4.1% |
| 3M | -1.3% | -6.4% | +5.1% | -1.2% |
| 6M | -9.7% | -8.2% | -1.5% | -9.7% |
| YTD | +2.9% | +41.6% | -38.8% | +1.6% |
| 1Y | +4.4% | +88.7% | -84.3% | +2.1% |
| 3Y | +22.2% | -30.9% | +53.1% | +23.6% |
| All | +47.6% | +60.3% | -12.6% | +42.7% |
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