+63.6%
RIG vs EL
-68.7%
+132.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.2% |
| 7D | -8.2% | -2.4% | -5.8% | -7.7% |
| 30D | -0.2% | +13.7% | -13.8% | -3.7% |
| 3M | -2.7% | +14.5% | -17.2% | -6.7% |
| 6M | -7.5% | +7.4% | -14.9% | -10.8% |
| YTD | +38.3% | -4.7% | +43.0% | +37.7% |
| 1Y | +81.8% | +12.9% | +68.9% | +71.5% |
| 3Y | -30.2% | -32.2% | +2.0% | -29.2% |
| All | +63.6% | -68.7% | +132.4% | +115.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling