-42.6%
RIG vs ELF
+391.6%
-434.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.9% | +0.2% | +3.2% |
| 7D | +5.7% | +1.6% | +4.1% | +5.3% |
| 30D | -0.7% | +9.1% | -9.8% | -3.0% |
| 3M | -3.1% | +28.2% | -31.3% | -9.5% |
| 6M | -16.3% | +119.5% | -135.9% | -32.9% |
| YTD | +34.1% | +55.2% | -21.0% | +15.5% |
| 1Y | +38.2% | +58.6% | -20.4% | +18.0% |
| 3Y | -15.3% | +21.3% | -36.6% | -34.9% |
| 5Y | +62.5% | +276.2% | -213.7% | -23.6% |
| 10Y | -46.6% | +337.0% | -383.5% | -80.1% |
| All | -42.6% | +391.6% | -434.2% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling