-79.6%
RIG vs ELV
+2,378.1%
-2,457.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.4% |
| 7D | -8.2% | -2.2% | -6.0% | -7.4% |
| 30D | -0.2% | -0.2% | 0.0% | -0.3% |
| 3M | -2.7% | -6.1% | +3.4% | -1.0% |
| 6M | -7.5% | +42.8% | -50.3% | -20.3% |
| YTD | +38.3% | +14.4% | +23.9% | +28.8% |
| 1Y | +81.8% | +28.6% | +53.2% | +61.1% |
| 3Y | -30.2% | -7.4% | -22.8% | -32.4% |
| 5Y | +59.9% | +14.5% | +45.5% | +39.5% |
| 10Y | -41.9% | +257.4% | -299.3% | -67.5% |
| All | -79.6% | +2,378.1% | -2,457.7% | -91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling