-42.2%
RIG vs ELV
+280.2%
-322.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -2.0% |
| 7D | -3.1% | +3.2% | -6.3% | -4.4% |
| 30D | -0.5% | +5.4% | -5.9% | -2.9% |
| 3M | -6.0% | +5.4% | -11.3% | -8.8% |
| 6M | -10.1% | +45.7% | -55.9% | -24.8% |
| YTD | +37.3% | +21.2% | +16.1% | +23.3% |
| 1Y | +73.9% | +35.6% | +38.3% | +47.8% |
| 3Y | -30.2% | -2.0% | -28.2% | -34.6% |
| 5Y | +62.5% | +26.0% | +36.5% | +27.7% |
| All | -42.2% | +280.2% | -322.4% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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