-87.0%
RIG vs ESI
+198.2%
-285.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.9% | +4.5% |
| 7D | +5.7% | +5.5% | +0.2% | +2.5% |
| 30D | -0.7% | -7.8% | +7.0% | +3.0% |
| 3M | -3.1% | -15.0% | +11.9% | +3.8% |
| 6M | -16.3% | -24.9% | +8.6% | -6.8% |
| YTD | +34.1% | +33.2% | +0.9% | +4.5% |
| 1Y | +38.2% | +24.9% | +13.2% | +11.3% |
| 3Y | -15.3% | +77.8% | -93.0% | -45.0% |
| 5Y | +62.5% | +37.1% | +25.3% | +19.2% |
| 10Y | -46.6% | +320.5% | -367.1% | -77.6% |
| All | -87.0% | +198.2% | -285.2% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling