-47.9%
RIG vs ESI
+318.1%
-365.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.9% | +4.6% |
| 7D | +5.7% | +5.5% | +0.2% | +1.9% |
| 30D | -0.7% | -7.8% | +7.0% | +3.7% |
| 3M | -3.1% | -15.0% | +11.9% | +5.1% |
| 6M | -16.3% | -24.9% | +8.6% | -5.2% |
| YTD | +34.1% | +33.2% | +0.9% | -2.9% |
| 1Y | +38.2% | +24.9% | +13.2% | +4.2% |
| 3Y | -15.3% | +77.8% | -93.0% | -52.3% |
| 5Y | +62.5% | +37.1% | +25.3% | +6.7% |
| All | -47.9% | +318.1% | -365.9% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling