-42.2%
RIG vs ET
+177.0%
-219.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -0.9% |
| 7D | -3.1% | +0.2% | -3.3% | -3.3% |
| 30D | -0.5% | +2.9% | -3.4% | -3.6% |
| 3M | -6.0% | +16.8% | -22.8% | -20.0% |
| 6M | -10.1% | +18.9% | -29.0% | -25.1% |
| YTD | +37.3% | +37.7% | -0.4% | -1.5% |
| 1Y | +73.9% | +32.4% | +41.5% | +29.9% |
| 3Y | -30.2% | +99.5% | -129.7% | -65.8% |
| 5Y | +62.5% | +244.0% | -181.5% | -51.4% |
| All | -42.2% | +177.0% | -219.2% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling