-40.5%
RIG vs ED
+1,471.0%
-1,511.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.4% |
| 7D | +0.9% | -0.2% | +1.0% | +0.9% |
| 30D | +13.8% | -0.1% | +14.0% | +13.8% |
| 3M | -6.4% | +3.9% | -10.3% | -7.7% |
| 6M | -8.2% | -3.0% | -5.1% | -7.7% |
| YTD | +41.6% | +10.7% | +31.0% | +36.6% |
| 1Y | +88.7% | +13.3% | +75.4% | +80.2% |
| 3Y | -30.9% | +34.5% | -65.3% | -38.9% |
| 5Y | +57.7% | +67.1% | -9.5% | +27.6% |
| 10Y | -39.3% | +103.0% | -142.3% | -55.7% |
| All | -40.5% | +1,471.0% | -1,511.6% | -78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling