+63.2%
RIG vs ES
-2.9%
+66.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.2% | -1.7% |
| 7D | -2.7% | +1.4% | -4.1% | -3.0% |
| 30D | +9.5% | -1.2% | +10.7% | +9.7% |
| 3M | -6.6% | +5.0% | -11.6% | -7.9% |
| 6M | -2.9% | -2.8% | 0.0% | -2.6% |
| YTD | +39.5% | +8.6% | +30.9% | +36.1% |
| 1Y | +82.3% | +18.9% | +63.3% | +73.9% |
| 3Y | -29.6% | +32.1% | -61.7% | -35.1% |
| 5Y | +63.2% | -5.1% | +68.2% | +57.8% |
| All | +63.2% | -2.9% | +66.0% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling