+59.9%
RIG vs ECL
+25.4%
+34.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.4% |
| 7D | -8.2% | -2.7% | -5.5% | -7.6% |
| 30D | -0.2% | -4.3% | +4.1% | +0.8% |
| 3M | -2.7% | +3.2% | -5.9% | -4.0% |
| 6M | -7.5% | -2.9% | -4.6% | -7.3% |
| YTD | +38.3% | +4.3% | +34.0% | +35.7% |
| 1Y | +81.8% | +1.6% | +80.2% | +79.3% |
| 3Y | -30.2% | +54.3% | -84.5% | -40.3% |
| 5Y | +59.9% | +26.5% | +33.5% | +38.2% |
| All | +59.9% | +25.4% | +34.6% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling