-41.2%
RIG vs ED
+109.0%
-150.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -4.2% | -1.9% | -2.3% | -3.9% |
| 30D | -0.7% | +0.1% | -0.8% | -0.7% |
| 3M | -4.0% | 0.0% | -4.0% | -4.1% |
| 6M | -6.3% | -2.5% | -3.8% | -6.1% |
| YTD | +39.7% | +10.1% | +29.6% | +37.0% |
| 1Y | +78.1% | +13.6% | +64.5% | +73.4% |
| 3Y | -29.5% | +32.4% | -61.9% | -34.9% |
| 5Y | +65.3% | +69.9% | -4.5% | +42.7% |
| All | -41.2% | +109.0% | -150.2% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling