-40.5%
RIG vs ECL
+8,580.6%
-8,621.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.9% |
| 7D | +0.9% | -2.6% | +3.5% | +2.3% |
| 30D | +13.8% | -2.2% | +16.0% | +15.0% |
| 3M | -6.4% | +10.1% | -16.5% | -12.4% |
| 6M | -8.2% | -5.7% | -2.4% | -6.9% |
| YTD | +41.6% | +7.0% | +34.7% | +33.5% |
| 1Y | +88.7% | +2.7% | +86.0% | +81.0% |
| 3Y | -30.9% | +57.7% | -88.6% | -49.6% |
| 5Y | +57.7% | +31.1% | +26.5% | +23.5% |
| 10Y | -39.3% | +150.9% | -190.1% | -65.0% |
| All | -40.5% | +8,580.6% | -8,621.2% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling