-18.7%
RIG vs ESI
+80.4%
-99.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.1% |
| 7D | +4.3% | +8.3% | -4.0% | +0.8% |
| 30D | -5.8% | -10.4% | +4.6% | -1.8% |
| 3M | -6.7% | -13.2% | +6.5% | -2.1% |
| 6M | -18.7% | -23.9% | +5.2% | -11.4% |
| YTD | +28.8% | +34.2% | -5.4% | -4.4% |
| 1Y | +28.8% | +22.2% | +6.6% | +1.3% |
| All | -18.7% | +80.4% | -99.0% | -53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling