-41.5%
RIG vs EFX
+4,457.5%
-4,499.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.5% | -0.4% |
| 7D | -2.7% | -7.8% | +5.1% | +0.1% |
| 30D | +9.5% | -5.7% | +15.2% | +11.5% |
| 3M | -6.6% | +2.5% | -9.2% | -9.0% |
| 6M | -2.9% | -16.7% | +13.8% | +1.4% |
| YTD | +39.5% | -20.2% | +59.7% | +46.3% |
| 1Y | +82.3% | -31.4% | +113.7% | +101.5% |
| 3Y | -29.6% | -10.5% | -19.1% | -31.4% |
| 5Y | +63.2% | -35.2% | +98.4% | +74.7% |
| 10Y | -45.0% | +40.2% | -85.1% | -56.5% |
| All | -41.5% | +4,457.5% | -4,499.0% | -78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling