-29.7%
RIG vs ED
+34.3%
-64.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -1.0% |
| 7D | -8.2% | -0.2% | -8.0% | -8.2% |
| 30D | -0.2% | +1.9% | -2.1% | +0.2% |
| 3M | -2.7% | +1.9% | -4.6% | -2.2% |
| 6M | -7.5% | -2.3% | -5.2% | -7.5% |
| YTD | +38.3% | +10.9% | +27.4% | +41.5% |
| 1Y | +81.8% | +14.5% | +67.3% | +87.3% |
| All | -29.7% | +34.3% | -64.0% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling