-21.2%
RIG vs ES
+46.3%
-67.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +3.2% |
| 7D | -24.5% | +1.9% | -26.4% | -24.8% |
| 30D | -2.8% | +7.1% | -9.8% | -4.1% |
| 3M | +1.6% | -1.9% | +3.5% | +1.8% |
| 6M | -15.9% | +4.4% | -20.2% | -17.2% |
| YTD | +26.9% | +7.3% | +19.6% | +23.9% |
| 1Y | +34.4% | +2.1% | +32.2% | +32.1% |
| 3Y | -21.2% | +41.8% | -63.0% | -29.9% |
| All | -21.2% | +46.3% | -67.5% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling