-40.2%
RIG vs ELF
+299.0%
-339.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +2.1% |
| 7D | -4.2% | -10.8% | +6.7% | -1.5% |
| 30D | -0.7% | +0.8% | -1.5% | -1.2% |
| 3M | -4.0% | +64.8% | -68.8% | -16.6% |
| 6M | -6.3% | +19.0% | -25.3% | -12.8% |
| YTD | +39.7% | +25.9% | +13.8% | +26.9% |
| 1Y | +78.1% | -28.8% | +106.9% | +82.4% |
| 3Y | -29.5% | -29.6% | +0.1% | -36.7% |
| 5Y | +65.3% | +216.2% | -150.9% | -19.2% |
| All | -40.2% | +299.0% | -339.2% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling