-47.4%
RIG vs ES
+758.3%
-805.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -12.2% | +0.9% | -13.1% | -12.6% |
| 30D | -6.0% | +5.9% | -11.9% | -8.0% |
| 3M | -9.4% | -1.0% | -8.4% | -9.6% |
| 6M | -19.1% | +7.2% | -26.2% | -21.6% |
| YTD | +25.4% | +7.0% | +18.4% | +21.3% |
| 1Y | +23.3% | +0.5% | +22.9% | +21.4% |
| 3Y | -22.1% | +48.7% | -70.8% | -33.9% |
| 5Y | +50.1% | +1.9% | +48.2% | +42.8% |
| 10Y | -50.7% | +89.2% | -139.8% | -63.9% |
| All | -47.4% | +758.3% | -805.6% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling