+67.4%
RIG vs ED
+85.1%
-17.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.8% | +4.2% |
| 7D | +5.7% | +2.1% | +3.7% | +5.8% |
| 30D | -0.7% | +10.4% | -11.1% | -0.7% |
| 3M | -3.1% | +12.5% | -15.7% | -3.2% |
| 6M | -16.3% | +14.9% | -31.2% | -16.4% |
| YTD | +34.1% | +24.8% | +9.3% | +33.7% |
| 1Y | +38.2% | +23.8% | +14.3% | +37.7% |
| 3Y | -15.3% | +51.6% | -66.9% | -20.5% |
| All | +67.4% | +85.1% | -17.7% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling