+1,507.5%
EXC vs RIG
-47.2%
+1,554.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -1.7% | -17.0% | +15.3% | -0.2% |
| 30D | +9.3% | -6.2% | +15.5% | +9.7% |
| 3M | +1.0% | -1.7% | +2.8% | +0.8% |
| 6M | +5.9% | -19.2% | +25.2% | +7.2% |
| YTD | +7.6% | +25.2% | -17.6% | +4.2% |
| 1Y | +2.4% | +29.9% | -27.5% | -1.3% |
| 3Y | +30.2% | -21.3% | +51.6% | +27.6% |
| 5Y | +41.4% | +40.5% | +0.9% | +25.0% |
| 10Y | +183.8% | -49.6% | +233.3% | +128.9% |
| All | +1,507.5% | -47.2% | +1,554.7% | +1,278.9% |
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