+56.2%
RIG vs EFX
-36.2%
+92.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -3.1% | -4.5% | +1.5% | -1.9% |
| 30D | -0.5% | -6.1% | +5.6% | +0.9% |
| 3M | -6.0% | +6.2% | -12.2% | -8.8% |
| 6M | -10.1% | -11.2% | +1.1% | -8.6% |
| YTD | +37.3% | -21.4% | +58.7% | +43.9% |
| 1Y | +73.9% | -34.3% | +108.2% | +93.7% |
| 3Y | -30.2% | -12.5% | -17.7% | -31.8% |
| All | +56.2% | -36.2% | +92.4% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling