-57.8%
RIG vs ESTC
+19.3%
-77.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.6% | +2.0% |
| 7D | -4.2% | -13.2% | +9.0% | -0.7% |
| 30D | -0.7% | +9.3% | -10.0% | -4.1% |
| 3M | -4.0% | +37.3% | -41.3% | -13.2% |
| 6M | -6.3% | +61.0% | -67.3% | -19.6% |
| YTD | +39.7% | +10.7% | +29.1% | +31.0% |
| 1Y | +78.1% | -7.2% | +85.3% | +73.6% |
| 3Y | -29.5% | +7.2% | -36.6% | -39.1% |
| 5Y | +65.3% | -47.7% | +113.0% | +62.6% |
| All | -57.8% | +19.3% | -77.0% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ESTC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling