-40.5%
RIG vs ES
+765.7%
-806.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | +0.9% | +0.3% | +0.6% | +0.7% |
| 30D | +13.8% | -2.0% | +15.8% | +14.4% |
| 3M | -6.4% | +1.7% | -8.1% | -7.3% |
| 6M | -8.2% | -3.5% | -4.6% | -7.8% |
| YTD | +41.6% | +7.9% | +33.7% | +37.2% |
| 1Y | +88.7% | +17.2% | +71.5% | +77.0% |
| 3Y | -30.9% | +29.3% | -60.2% | -38.3% |
| 5Y | +57.7% | -5.7% | +63.4% | +54.3% |
| 10Y | -39.3% | +85.2% | -124.5% | -55.0% |
| All | -40.5% | +765.7% | -806.3% | -75.5% |
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