-29.7%
RIG vs EL
-32.9%
+3.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.4% |
| 7D | -8.2% | -2.4% | -5.8% | -7.9% |
| 30D | -0.2% | +13.7% | -13.8% | -2.7% |
| 3M | -2.7% | +14.5% | -17.2% | -5.5% |
| 6M | -7.5% | +7.4% | -14.9% | -9.5% |
| YTD | +38.3% | -4.7% | +43.0% | +39.1% |
| 1Y | +81.8% | +12.9% | +68.9% | +75.6% |
| All | -29.7% | -32.9% | +3.2% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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