+81.8%
RIG vs ES
+17.2%
+64.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | -8.2% | 0.0% | -8.2% | -8.2% |
| 30D | -0.2% | -1.0% | +0.9% | 0.0% |
| 3M | -2.7% | +1.5% | -4.2% | -3.4% |
| 6M | -7.5% | -3.5% | -4.0% | -6.8% |
| YTD | +38.3% | +7.0% | +31.3% | +34.8% |
| 1Y | +81.8% | +15.3% | +66.5% | +81.1% |
| All | +81.8% | +17.2% | +64.7% | +81.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling