-47.9%
RIG vs ES
+98.2%
-146.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +4.0% |
| 7D | +5.7% | +2.7% | +3.0% | +5.1% |
| 30D | -0.7% | +7.6% | -8.3% | -2.5% |
| 3M | -3.1% | +0.5% | -3.6% | -3.5% |
| 6M | -16.3% | +7.6% | -23.9% | -18.3% |
| YTD | +34.1% | +10.2% | +23.9% | +30.1% |
| 1Y | +38.2% | +1.8% | +36.3% | +36.2% |
| 3Y | -15.3% | +55.4% | -70.7% | -25.5% |
| 5Y | +62.5% | +7.3% | +55.1% | +55.4% |
| All | -47.9% | +98.2% | -146.1% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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