-47.9%
RIG vs ED
+147.1%
-195.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.8% | +3.9% |
| 7D | +5.7% | +2.1% | +3.7% | +5.4% |
| 30D | -0.7% | +10.4% | -11.1% | -2.4% |
| 3M | -3.1% | +12.5% | -15.7% | -5.1% |
| 6M | -16.3% | +14.9% | -31.2% | -18.4% |
| YTD | +34.1% | +24.8% | +9.3% | +28.7% |
| 1Y | +38.2% | +23.8% | +14.3% | +32.7% |
| 3Y | -15.3% | +51.6% | -66.9% | -23.8% |
| 5Y | +62.5% | +86.4% | -24.0% | +38.0% |
| All | -47.9% | +147.1% | -195.0% | -47.1% |
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