-15.3%
RIG vs ECL
+79.8%
-95.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.5% | +4.1% |
| 7D | +5.7% | +2.9% | +2.9% | +5.6% |
| 30D | -0.7% | +7.5% | -8.2% | -1.0% |
| 3M | -3.1% | +12.2% | -15.4% | -3.8% |
| 6M | -16.3% | +24.6% | -40.9% | -18.3% |
| YTD | +34.1% | +18.8% | +15.4% | +32.3% |
| 1Y | +38.2% | +19.3% | +18.8% | +36.1% |
| 3Y | -15.3% | +78.2% | -93.5% | -20.9% |
| All | -15.3% | +79.8% | -95.1% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 3y: compounded portfolio wealth divided by compounded ECL 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…
3y analysis · Full analysis span regression · 6 months rolling