+59.9%
RIG vs ED
+66.4%
-6.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.9% |
| 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% | -2.7% |
| 6M | -7.5% | -2.3% | -5.2% | -7.4% |
| YTD | +38.3% | +10.9% | +27.4% | +38.1% |
| 1Y | +81.8% | +14.5% | +67.3% | +81.4% |
| 3Y | -30.2% | +33.4% | -63.6% | -33.5% |
| 5Y | +59.9% | +67.3% | -7.3% | +67.5% |
| All | +59.9% | +66.4% | -6.4% | +67.5% |
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