+63.6%
RIG vs EAT
+309.3%
-245.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.4% |
| 7D | -8.2% | -6.8% | -1.4% | -7.4% |
| 30D | -0.2% | -5.4% | +5.2% | +0.3% |
| 3M | -2.7% | +42.8% | -45.5% | -7.9% |
| 6M | -7.5% | +56.5% | -64.0% | -14.6% |
| YTD | +38.3% | +50.0% | -11.8% | +28.4% |
| 1Y | +81.8% | +38.3% | +43.6% | +70.4% |
| 3Y | -30.2% | +591.6% | -621.8% | -52.2% |
| All | +63.6% | +309.3% | -245.7% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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