-41.2%
RIG vs EIX
+21.5%
-62.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.6% |
| 7D | -4.2% | +0.8% | -5.0% | -4.7% |
| 30D | -0.7% | -18.8% | +18.1% | +6.4% |
| 3M | -4.0% | -19.7% | +15.7% | +2.7% |
| 6M | -6.3% | -18.2% | +11.9% | -1.6% |
| YTD | +39.7% | -1.7% | +41.5% | +32.8% |
| 1Y | +78.1% | +7.8% | +70.3% | +60.4% |
| 3Y | -29.5% | -5.6% | -23.8% | -34.4% |
| 5Y | +65.3% | +23.7% | +41.7% | +30.3% |
| All | -41.2% | +21.5% | -62.6% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling