+1,506.5%
EXC vs RIG
-46.4%
+1,552.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.2% |
| 7D | -1.2% | -24.5% | +23.3% | +1.2% |
| 30D | +10.0% | -2.8% | +12.7% | +10.0% |
| 3M | +1.6% | +1.6% | +0.1% | +1.1% |
| 6M | +3.3% | -15.9% | +19.2% | +4.1% |
| YTD | +7.6% | +26.9% | -19.3% | +4.0% |
| 1Y | +3.5% | +34.4% | -30.9% | -0.6% |
| 3Y | +27.7% | -21.2% | +48.9% | +25.1% |
| 5Y | +41.1% | +46.4% | -5.2% | +24.3% |
| 10Y | +178.2% | -45.8% | +224.0% | +122.4% |
| All | +1,506.5% | -46.4% | +1,552.9% | +1,276.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling