-89.6%
RIG vs EFV
+253.2%
-342.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | +0.3% |
| 7D | -8.2% | -0.5% | -7.7% | -7.7% |
| 30D | -0.2% | 0.0% | -0.2% | -0.3% |
| 3M | -2.7% | +8.4% | -11.1% | -12.6% |
| 6M | -7.5% | +12.3% | -19.8% | -21.5% |
| YTD | +38.3% | +17.4% | +20.9% | +11.4% |
| 1Y | +81.8% | +27.1% | +54.7% | +32.5% |
| 3Y | -30.2% | +90.7% | -120.9% | -69.1% |
| 5Y | +59.9% | +95.6% | -35.7% | -28.9% |
| 10Y | -41.9% | +165.3% | -207.2% | -77.4% |
| All | -89.6% | +253.2% | -342.7% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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