-62.8%
RIG vs EL
+1,648.4%
-1,711.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.8% |
| 7D | -2.7% | +1.7% | -4.4% | -3.3% |
| 30D | +9.5% | +15.5% | -6.0% | +3.4% |
| 3M | -6.6% | +20.6% | -27.2% | -13.7% |
| 6M | -2.9% | +10.5% | -13.3% | -9.4% |
| YTD | +39.5% | -1.9% | +41.3% | +35.1% |
| 1Y | +82.3% | +16.1% | +66.2% | +65.0% |
| 3Y | -29.6% | -30.2% | +0.6% | -29.2% |
| 5Y | +63.2% | -67.4% | +130.6% | +112.8% |
| 10Y | -45.0% | +31.2% | -76.2% | -54.4% |
| All | -62.8% | +1,648.4% | -1,711.3% | -84.4% |
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 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