+43.8%
EXC vs RIG
+44.4%
-0.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.0% |
| 7D | -1.2% | -24.5% | +23.3% | -0.5% |
| 30D | +10.0% | -2.8% | +12.7% | +10.0% |
| 3M | +1.6% | +1.6% | +0.1% | +1.4% |
| 6M | +3.3% | -15.9% | +19.2% | +3.5% |
| YTD | +7.6% | +26.9% | -19.3% | +6.3% |
| 1Y | +3.5% | +34.4% | -30.9% | +2.0% |
| 3Y | +27.7% | -21.2% | +48.9% | +28.0% |
| All | +43.8% | +44.4% | -0.5% | +43.7% |
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