-40.5%
RIG vs EIX
+688.4%
-728.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.7% | -3.1% |
| 7D | +0.9% | -19.1% | +20.0% | +5.8% |
| 30D | +13.8% | -16.9% | +30.7% | +18.2% |
| 3M | -6.4% | -20.0% | +13.6% | -2.0% |
| 6M | -8.2% | -21.3% | +13.2% | -3.7% |
| YTD | +41.6% | -1.7% | +43.4% | +38.8% |
| 1Y | +88.7% | +9.6% | +79.1% | +78.5% |
| 3Y | -30.9% | -3.7% | -27.2% | -33.0% |
| 5Y | +57.7% | +22.6% | +35.1% | +42.5% |
| 10Y | -39.3% | +17.7% | -56.9% | -44.6% |
| All | -40.5% | +688.4% | -728.9% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling