-39.4%
RIG vs ELF
+357.0%
-396.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.3% |
| 7D | +0.9% | +5.4% | -4.5% | -0.5% |
| 30D | +13.8% | +27.0% | -13.2% | +6.8% |
| 3M | -6.4% | +113.2% | -119.6% | -23.8% |
| 6M | -8.2% | +36.6% | -44.7% | -17.5% |
| YTD | +41.6% | +44.2% | -2.6% | +24.6% |
| 1Y | +88.7% | -18.0% | +106.7% | +86.7% |
| 3Y | -30.9% | -19.9% | -10.9% | -39.8% |
| 5Y | +57.7% | +257.7% | -200.0% | -25.0% |
| All | -39.4% | +357.0% | -396.3% | -77.2% |
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