-28.9%
RIG vs EFX
-12.7%
-16.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -4.2% | -11.1% | +7.0% | -1.9% |
| 30D | -0.7% | -7.4% | +6.7% | +0.7% |
| 3M | -4.0% | +1.5% | -5.5% | -5.4% |
| 6M | -6.3% | -13.7% | +7.4% | -4.1% |
| YTD | +39.7% | -21.9% | +61.6% | +46.4% |
| 1Y | +78.1% | -30.8% | +108.9% | +94.3% |
| All | -28.9% | -12.7% | -16.3% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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