-29.7%
RIG vs ESI
+81.4%
-111.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.3% |
| 7D | -8.2% | +3.9% | -12.1% | -9.8% |
| 30D | -0.2% | -3.8% | +3.6% | +1.2% |
| 3M | -2.7% | -13.1% | +10.4% | +1.3% |
| 6M | -7.5% | +11.3% | -18.8% | -19.5% |
| YTD | +38.3% | +44.1% | -5.8% | +1.1% |
| 1Y | +81.8% | +40.3% | +41.5% | +34.6% |
| All | -29.7% | +81.4% | -111.0% | -56.5% |
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