-42.2%
RIG vs ESI
+312.8%
-355.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -2.1% |
| 7D | -3.1% | -4.6% | +1.6% | -0.2% |
| 30D | -0.5% | -10.5% | +10.0% | +6.1% |
| 3M | -6.0% | -19.8% | +13.8% | +5.4% |
| 6M | -10.1% | +5.8% | -15.9% | -20.5% |
| YTD | +37.3% | +38.3% | -1.0% | -0.5% |
| 1Y | +73.9% | +31.5% | +42.4% | +29.9% |
| 3Y | -30.2% | +80.7% | -110.9% | -59.8% |
| 5Y | +62.5% | +69.4% | -7.0% | -7.3% |
| All | -42.2% | +312.8% | -355.0% | -80.1% |
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