-40.5%
RIG vs EAT
+3,055.9%
-3,096.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.0% |
| 7D | +0.9% | 0.0% | +0.8% | +0.8% |
| 30D | +13.8% | +1.9% | +11.9% | +12.8% |
| 3M | -6.4% | +68.7% | -75.1% | -18.7% |
| 6M | -8.2% | +66.9% | -75.1% | -21.4% |
| YTD | +41.6% | +60.4% | -18.8% | +22.1% |
| 1Y | +88.7% | +44.0% | +44.7% | +65.4% |
| 3Y | -30.9% | +604.7% | -635.5% | -61.8% |
| 5Y | +57.7% | +347.0% | -289.3% | -7.6% |
| 10Y | -39.3% | +390.8% | -430.0% | -69.0% |
| All | -40.5% | +3,055.9% | -3,096.5% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling