-64.3%
RIG vs EL
+1,821.4%
-1,885.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.8% |
| 7D | +5.7% | +1.5% | +4.2% | +5.1% |
| 30D | -0.7% | +10.0% | -10.7% | -4.1% |
| 3M | -3.1% | +28.4% | -31.6% | -12.3% |
| 6M | -16.3% | +37.1% | -53.4% | -26.8% |
| YTD | +34.1% | +7.8% | +26.3% | +25.2% |
| 1Y | +38.2% | +26.0% | +12.1% | +21.4% |
| 3Y | -15.3% | +3.8% | -19.1% | -25.8% |
| 5Y | +62.5% | -65.2% | +127.7% | +107.0% |
| 10Y | -46.6% | +62.1% | -108.7% | -58.8% |
| All | -64.3% | +1,821.4% | -1,885.6% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling