-86.5%
RIG vs ESI
+226.4%
-312.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.8% |
| 7D | -2.7% | +5.4% | -8.1% | -5.6% |
| 30D | +9.5% | -4.2% | +13.7% | +11.4% |
| 3M | -6.6% | -9.6% | +3.0% | -4.0% |
| 6M | -2.9% | +18.3% | -21.2% | -17.0% |
| YTD | +39.5% | +45.8% | -6.4% | +4.9% |
| 1Y | +82.3% | +39.2% | +43.1% | +40.5% |
| 3Y | -29.6% | +86.3% | -115.9% | -54.9% |
| 5Y | +63.2% | +76.2% | -13.0% | +4.8% |
| 10Y | -45.0% | +306.8% | -351.7% | -76.8% |
| All | -86.5% | +226.4% | -312.9% | -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